I train everybody equally, but I too have "first string" and "second string".

Personally I prefer Balthier in terms of personality, he's probably my favorite character of the bunch. As I wanted to make a team that consistently had one ranged-weapon user and two frontliners, I made first string Vaan, Balthier, and Penelo (when I first started, I figured Penelo would have a larger role than she does since she's linked to Vaan more). Once Vaan gains a level, Basch takes over as party lead (and the character I control, which will always be either Vaan or Basch), Fran is next replacing Balthier, and finally Ashe replacing Penelo.

Just kinda turned out that way. I do like all the characters though.