My favourite party is Rikku, Yuna and Tidus/Wakka
Rikku: (with GodHand) although she has all-around stats, which are about average, I use her for her Gillionaire status and her ability to thief. Mixing isn't all that bad (2 distillers casts protect, shell and haste on your party).
Yuna: (with Nirvana) Her stats are the highest in my game. But, my characters are far from maxing their stats out :P. Doublecasting Ultima is useful, and the aeons can't be beat. She's a healer too.
Tidus: His quick hit is useful for the most part, and he's a partial healer and holier. Curaga and Hastega are useful when dying.
Wakka: (with World Champion) in my game, he has the highest strength and defense, and with his celestial weapon, he's kinda strong, and his overdrives can be useful at times.