Brave Frontier

^ I'd go with Lodin first. He's a good arena and quest lead. I read that Phee is a good pseudo healer but you need a team with high hit counts to make her effective. For Trials you'll probably want a proper healer though.

So, if you want to try Trials as soon as possible I'd go Lodin -> Themis -> anyone. If you want to build a good Arena team asap I'd go Lodin -> Ophelia - anyone. For questing and maybe even FH I'd go Lodin-> Phee - anyone.

Bad thing about Lodin is that you'll need to at least unlock his SBB before he can be useful in quests/trials. His SBB's BB regen buff also gets better with each level, so maxing his SBB is pretty important.