I've only played the 3DS games for main series games, so forgive me if I am off the mark completely, but I think the main character of each game is... probably destined to be super good. I, of course, refer to Chrom, Corrin and Alm, and I'll also lump Robin and Celica in there since they're both amazing too. I'm less sure about the fates royals since they're not all perfect (and I've only played Birthright anyway), but sure. Them as well.
I do hear Roy isn't good at all, though. So maybe he's an exception or maybe I'm just wrong all over the place... I need to play an older FE someday.
I'd say Henry is really good in Awakening, but that might just be because I always S support him with my avatar. Lon'qu, who my avatar has never even gone near, does stay consistently useful from when you get him for me. That's not just because of the Killing Edge, although... yeah, it is pretty useful. I always make sure he has one (even if it's not equipped) because I've come to associate it with him.
In a similar boat is Saber in SoV, except Saber was better. He might even have gone beyond Alm, but I haven't played SoV through fully since my first playthrough (yeah rip) and last time I played I accidentally saved over my first finished file. Kliff was also really useful, so it could just be the Myrmidon thing, but Saber was twice as good and I don't think I would have had half as easy a time on Celica's route without him.
Not counting the main character thing, I feel like every character is at least a little good (or equally helpless) in fates. Warriors, it's not as easy to have a character better than everyone else, but my Cordelia was great.