I'd probably personally say Shadowheart > Wyll > Lae'zel.
first time I left her at the cage because she was rude, and only saved her later where the gith blow up the bridge. I really liked her after doing the creche, but in second play through I romanced her and it was instant regret
First play I never even used Wyll, but when I did I liked his characterisation. He's like a guy that's trying his hardest to do the right thing but stuff goes wrong. I can relate to that lol.
Shad has the best story (which isn't saying much) but it goes off the rails after Thorm, like pretty much everything else in the game.
The other three had ridiculous stories. The only interesting thing about karlach was she dumped me after I became a partial Squidward, so I backstabbed the Emperor and made her into a Squidward as revenge.
My head-canon is I had her assassinated in the sewers after the end of the game.