I usually stick with Vic, Sullick and Cassidy when playing with a party.
Vic is a nice all-round character in my oppinion, that does quite well, when given a longer range weapon.
Sullick is just a mad man later in the game. Equip him with a Ripper or Powerfist (remember to reload for him ,the poor guy can't do it himself) and I've seen him slice n' dice Enclave people easy.
Cassidy I don't really know why I have along, I guess it is to use all the shot-gun ammo I find
.
I would rarely change my "crew", possible picking up Myron instead of Cassidy just for the fun of it
I never go with Marcus - something about mutants and I don't like the fact he can't wear armour. Cannon Fodder in the later game imo.