Haven't played IX in a few years but I used Amarant, Vivi, Zidane, and Quina.

Zidane
Has the Ultima Weapon, can steal, and is just an all-around good character to use in my opinion.

Amarant
He's a tank with his physical attacks and has good offensive, devensive, and supportive abilities.

Vivi
He's awesome, as I need magic somewhere in my party since I don't use Eiko or Sarah. His Flares rock too, as I don't like Ultima since it hurts my guys too.

Quina
I use him/her simply because of her Blue Magic abilities. I'm a freak when it comes to Enemy Skills, Blue Magic, Lancet, you name it. So when I found out Quina specializes in that, I used him/her ever since. Plus, I've caught the frogs, so Frog Drop (that's what it's called, right) does a very nice amount of damage.