I've done 3 playthroughs of the PS2 version where these were my teams Kanji, Teddie, Naoto Yosuke, Yukiko, Teddie Chie, Kanji, Naoto (I do not recommend this team by the way)
Then on Golden I used Yosuke, Kanji, Teddie
and for my current playthrough I'm using Chie, Yukiko and Naoto. --- Don't forget to check out my MegaTen themed webcomics at http://www.drunkduck.com/user/Strain42/ (Currently Updating: Persona Won M-F)
Chie, Yukiko, and Kanji. Gonna swap Kanji with Naoto when I get her in my party. Then, Imma have them wear battle panties while I rock my Agent Suit --- http://i.imgur.com/98ecp.gif http://i48.tinypic.com/2lx9u07.gif http://myanimelist.net/signature/Zembaphobic.png
In my first playthrough i used Chie, Kanji and Yukiko. In my second i used Naoto, Kanji and Yukiko. --- "I just beat Mag-Freaking-Neto! Where yo curly mustache at?!" - Deadpool "I reject your reality and substitute my own" - Adam Savage
Yukiko and Teddie for double healing and Fire and Ice. The last spot depends on what I'm doing. Kanji is for going up dungeon floors, Naoto is for grinding, and then Yosuke/Chie take the last spot depending on who the boss is.