I have a level 16 Zero, that I stopped playing to try out the Siren Class.
I have a level 24 Maya, that is furthest along in the story (and kicks much ass).
I just started a Gaige (level 10), and think Deathtrap is a little overpowered.
Sadly, because I haven't focused on one character and don't have a ton of time to play, I STILL haven't finished the game. Oh well. Think I'll pick up Maya tonight and see about advancing the story that way.