Lysithia, Ingrid, and Petra are my favorites.
Ingrid as a Falcon Knight just wrecks everything. She dodges almost every attack and always counterattacks twice. Her ability to use Swords and Spears means she can counter any weapon.
Lysithia has ridiculous range and can use all types of magic. She learns all skills twice as fast as others.
Petra is awesome with her ability to crit them if they are below 50% HP. Combine that with her +25 dodge ability and she dodges almost as much as Ingrid only to counterattack with a nearly guaranteed crit.