Yeah they all have their wee interesting stories lol. I like Hikage, Shiki and Naraku the most.
Free Step Dodge
Mayor-Of-Mustard
YBNDM
Gameplay wise there is some that suck. Yomi, Mirai, and Hanabi mostly.
KasumiLover
Mirai is good actually, she's a zoner and deals damage from afar and can overwhelm you. Yomi is great too, probably A+ but she's just slow
YBNDM
The problem I have with Mirai is she can only short dash backward, it's aggravating against enemies that pressure you to a corner.