I'm playing through Explorers of Sky right now (finally managed to get a copy), and I'm Shinx/Mudkip. Have to admit I chose Mudkip because it's kinda tanky and every time I choose a squishy hero/partner they get gibbed in every boss fight and make the game impossible.

The only problem with Mudkip is that the good moves he learns VERY LATE!!!

I was Cubone/Pikachu for Blue, Riolu/Shinx for Sky. I now refuse to play Sky as anything but Riolu. The whole aura/sensing thing makes so much sense with it, I can't stand it with anything else.

I was Squirtle/Machop for Red, and Phanpy for Sky. Most Monster Houses were incredibly easy because of Wide Slash.