Eh, you just have to find who you're best with.
For example, when I was new to this game, I never used Strata, and I proceeded to get my ass whooped in Sweatin'. Then, I realized that I'm great with Strata and managed to kick some ass.
So, just find who you're best with. I suggest playing through Breezy with every character minus Vitalimar (Who is only available through a glitch, and freezes the game if you use him in Arcade Mode).