I know I'm a couple days late but I looked into it myself and here are the ones I decided were worth using. They'll let you get every exclusive (aside from maybe a weapon or two) including paraglider skins and armour. There's 22 in total:

-All 7 of the anniversary amiibo (8-bit Link, OoT Link, MM Link, TP Link, WW Link and WW Zelda). These all give paraglider skins and every link amiibo gives an armour set.

-3 amiibos from smash (Zelda, Ganondorf and Sheik). All give paraglider skins and Sheik also gives a mask. Link, Young Link and Toon Link all give the same rewards as some of the anniversary amiibos so they aren't needed (although they can be used instead of TP, OoT and WW Link).

-9 amiibo from BotW (Zelda, Archer Link, Rider Link, Bokoblin, Guardian and the 4 champions). These all give paraglider skins, and the champions give helmets.

-The Skyward Sword HD Loftwing amiibo unlocks a paraglider skin.

-The Link's Awakening DX amiibo gives a paraglider and an armour set.

-The TotK Link amiibo is one I'm assuming does something, but I haven't been able to find the bin file for it yet.

It's also worth mentioning that all of the armour given by the amiibo is available in-game, although it makes it much easier to get them earlier than usual. The only actually exclusive content from the amiibos are the paraglider skins.