so far I'm using:
Yuna as a songstress/gunner. Songstress is great for boosting stats and inflicting status ailments, matadors song and darkness is a great combo against the Ronso for example. And then Gunner because it's easy to boost other characters damage using trigger (chain)

Rikku as a white/black mage and sometimes thief. The 2 mages in one works great because I can use accesories to boost magic on this one, and strength or something else on the others.

Paine: Warrior/Dark knight. Weaken enemies or using elemental stuff with warrior, and high damage to one or many target using dark knight.

This works great for me. Yojimbo should be really hard if you're not using alchemist/white mage, that damned zantetsu..