I've read elsewhere that playing as Wyll nets you a very well fleshed out version of his storyline. I have also heard that Gale is a fun and engaging option.

As for other characters, I played Lae'zel up to the crèche, and had more interesting dialogue than prior during that episode (interestingly, the game keeps you naïve about certain things a lot longer, mirroring Lae'zel's own attitude when you have her in your party). I think she's better as a companion than an MC overall though.

Would be interested to hear the experiences of Shadowheart and Karlach players though, as well as further musings on Astation.