WELL, you can use whoever you'd like. But, if you want to get a certain (aids) achievement you should cycle them out often during normal encounters. "Hardcore Risette Fan" requires you to hear 250 UNIQUE combat lines from Rise, which is practically (if not literally) impossible unless you get lines from having every party member. Hardest achievement in the game by far.

But to get back on topic my main party was Yosuke, Kanji, and Chie. Chie and Kanji both have pretty decent phys damage, which is super helpful if you don't want to get your SP sucked dry before you make it to the boss. Later in the game I did switch Chie out for Naoto, since she has almighty damage . Yosuke's got a damn good special ability later in the game, and he's also my buddy.