Let's see..
Terra - She actually sucked as a character. She spends almost the whole adventure being wheeled around my Locke. She was the most powerful party member, but she had the personality of a jelly donut.
Celes - I wasn't too fond of her. She wasn't very smart. I mean, she was betrayed by Kefka, an evil laughing clown. How do you not see that coming? About the only redeeming thing for her is the beginning of WoR, but even then it's a case of too little too late.
Locke - He was a dashing and daring TREASURE HUNTER. He was cut right out of the Indiana Jones mold. As cliche as he was, I liked him.
Cyan - He had great strength of character. He fought on after losing his family and facing the reality of their deaths more than once. If only his actual combat abilities matched his personality.
Gau - I <3 Gau. He was crazy fun to use in battle thanks to all his rages and his side stories in WoR were very touching. Also, Sir Gau.
Sabin - He left Edgar's kingdom to go hang out on a mountain with another dude. Next...
Edgar - Edgar was genuinely awesome. Flirty, strong, intelligent... he was like Locke with more money. Just below Gau's WoR side story was what you learn about Edgar on the airship. The biggest moment for me was when he provided the double-sided coin for the coin-flip because that tells me he used the same coin for his coin-flip with Sabin. Sabin didn't leave the kingdom by accident, he left because his older brother decided to shoulder the entire burden by himself.
Mog & Umaro - Not enough personality to care.
Relm & Strago - Bleh. They didn't do or say much.
Setzer - Coolest looking character with a great personality. He wasn't too good in battle and you got him really late but he was still fun.
Leo - Strong, kind, and betrayed in the end. I want to be sad about he death but he was betrayed by an evil clown with a maniacal laugh. Seriously, he was an idiot for not seeing that coming (just like Celes).
Kefka - Everyone praises him for being a great villain but I think it's more along the lines that the writers made everyone around him a moron.
Emperor Gestahl - You hired an evil clown as one of your generals. What... the... hell.
Resistance Leader Banon - You're kind of cool because you're friends with Edgar, but really... no one cares about you.
And now, I will post a picture I made a long time ago:
