Well, Sonia is an interesting case. One of the great western players, Psikyo_Ball, uses Sonia, and there's a damn good play by superplayer ACR out there somewhere. Her mounted charge attack totally rocks.
I would say that in Dragon Blaze if you have trouble surviving you shouldn't bother optimizing score. Any of the characters are a good choice, but if you're using Quaid that won't give you much of an edge over Sonia until you learn gemhead locations and such.
Also sorry Dunpeal but I had to do this:
Ignore that champion score; I got my 1.5m score on another version of MAME.
Rob is really fun to play as. Techs and 1-6 are much harder as him (I tried to use my Quaid routes which was a terrible idea) but he fucking OWNS bosses.
Surprisingly there isn't that much of a difference in scoring potential, since I got 156m on the first stage with Rob, 161m with Sonia, and 175m with Quaid.