I always take Dorian. Mostly because he's awesome, has funny banter with almost everyone and his the constant LI. It doesn't hurt he's also a great companion in terms of damage and cc (walking bomb preffered and he does a lot of aoe damage and cc).
After that I tend to always have at least one of each class to avoid running into locked doors I can't open, or walls or something.
Last pt I mostly run with Sera and Blackwall. I do want to take Cole in a pt though. Blackwall... eh, I'm not the biggest fan, but without supervision he's the best tank and the only one that can survive on his own against dragons (IB dies instantly, Cassandra dies eventually, though very hard and the rest of companions.. lol).
I took Varric in my first pt, he's his usual awesome self so that's fun 