Let's lay out the pros / cons the characters have.

Zidane: good physical attacks, can steal, Thievery, average HP, not much else

Dagger: powerful eidolons, white magic, poor defence, high MP

Vivi: Doomsday, other black magic, low HP

Steiner: good physical attacks, Stock Break, Shock, Sword Magic, high HP, slow

Freya: can Jump to avoid damage, can cast Reis' Wind, decent physical attacks, decent HP and MP, Dragon skills

Amarant: good physical attacks, can use Chakra to restore HP and MP, can use Aura to cast Auto-Life and Regen, can use Curse to make an enemy weak against certain elements, high HP.

Quina: unpredictable physical attacks, a variety of Blue magic, high HP and MP, quite slow

Eiko: powerful eidolons, Holy magic, more advanced white magic than Dagger, high MP

Looking at that list I would have to have Amarant, Freya, Steiner, and Eiko