I definitely liked Tali's backstory and character the best out of the whole ensemble. Probably because I really, really dug the history of the Quarians in general.
That said, I almost always took Ashley with me on missions. Having a soldier with you, even if you're already playing as a soldier, just makes life so much easier later on.
Right now, I'm on my second playthrough (Game+) with my soldier. Just finished Ferros and i'm already level 53, going for the character achievements with Ashley and Tali. Level X Spectre weapons kick serious ass. Although I'm worried that, since I only remembered to change the difficulty to Hardcore right before I finished Eden Prime (literally as I was walking towards the probe, but before the cutscene triggered), I might not get the achievement for it.
Great game, can't wait for the sequel.
Edit: Just found something I certainly didn't notice on my first playthrough. I'm exploring a lovely, verdant green planet with a horrifyingly toxic atmosphere, and I stumble across a Prothean ruin with a floating, silvery Sphere in the centre. I activate it, and it's triggered by a trinket that the Asari Consort on the Citadel gave me for helping her out with that Septimus douche. Suddenly, I'm treated to the life of a Cro-Magnon on Earth during the Prothean observations, with Shepard experiencing it like that TNG ep "The Inner Light". It's obscure stuff like this that really blows me away.