Black Chocobos don't gain any skills either, and while their movement and speed are superior, they tend to wreak havok among enemy lines--until they get killed a few turns later. Worker 8 doesn't move as much, but he has longer range and better accuracy, and is immune to magic, not to mention superior in melee. His higher HP alone makes him valuable.
Cloud takes too much effort for too little reward, as far as limit breaks are concerned. The best ones take far too long to charge, and since they can't lock onto enemies they're useless. (Cloud does do decent in other jobs, though.)
Rafa and Malak aren't worth the trouble, IMHO. Uber-Faith (good) + no Brave level worth mentioning (bad) + randomly targeting spells (worse) = a giant pain in the ass.
Moral: use Worker 8 if you need a long-range attacker and excellent brawler, or if you're against magic-users. The other 4 teammates can make up for his shortcomings (Ninjas for speed, Summoners for magic, Monks to heal Worker 8 with Chakra...)