Lulu and Kimahri's the best.

Lulu as a character: intelect, sad, caring and serious
Lulu in battle: Ultima pwns unless you got a character with Ultima and 255 magic. I like her Fury of Magic.

Kimahri as a character: serious, overprotective to Yuna, silent and very loyal.
Kimahri in battle: need improvement, I cheer for those who get Kimahri stat to 255.

So the winner is Lulu and Kimahri.