I've beaten Grief Syndrome twice already on First Lap (bascially, first run of the game. You unlock something called Second Lap where everything hits more damage and harder bosses) and played everyone.
Heads up to anyone interested in playing this game: Oktavia is a hidden boss. In order to do it, you need Sayaka to run out of Soul Limit. I believe you're supposed to do it on the very last level before you reach Walpurugis Night. I thought people were lying at first when I heard this, but it's apparently true when I tried it out myself.
My thoughts on the characters:
Kyouko- Totally OP. I wish she was more of an engaging character, but it'll do. She has insane DPS for bosses. Her specials are really strong and her pokes are okay- if you spam it enough, it does something where it clears a huge range and can hit fairly well vertically. You'll still be fairly safe if you're mashing buttons. Her special is meh, it's intended to keep you safe for a bit so you can spam safely and keep stuff off your tail. You don't really need it, though.
Homura- She does pretty good damage and has huge range. You'll have to actually aim, particularly when you're working with her up special. Grenade Launcher is nice and damaging- it can't hit really tiny enemies because of annoying hitboxes, so doll Charlotte and the mice in her level can't be hit with it unless you use it at point blank. Grenades are a nice attack too. Her super stops time, it's a really crazy ability. It's fairly costly, so if you want to use it, know what you're going to do and don't waste a precious second of the limited time you have of freezing everything.
Madoka- Huge soul limit. Most precise attacks and range, but low damage. She's interestingly the only character with only one special; and then have variations of her weak attack. Weak attack is three variations of the angle you shoot a bunch of arrows that you can charge up. Her special is a chargeable arrow that goes in a straight line and hits all the enemies in that line. That special is amazing if you charge it enough. High damage and good range. She's a character who plays really well with distance and one of the best spots to be is the edge of the map. Since you can attack and charge in midair, she'll be able to fight at various heights and do nicely.
Mami- She's crap in single player. People who really like Mami will be disappointed. She has potential for juggling and she seems like she's made for co-op. Low damage, but she's got a fairly good moveset for dealing with mobs, but it's not really good enough. She's got a really good super, but its really risky because it's costly and easy to interrupt. She'd be a nice character in co-op. Recommend only for the sake of trying her out, if you really like Mami, or if you want a challenge.
Sayaka- Sayaka has a great normal. At first, I thought it was weak, but it's really damaging. Her specials and super are pretty much for the movement. The super is a dash that'll let her cut across enemies and free herself from bad situations, costs very little. Her specials do fairly decent damage, and if you know how to work with her charged ones, she's easily the most mobile character in the game. Most of my time playing as Sayaka, I took very little damage.
I really liked everyone except Mami, Sayaka and Kyouko are the ones I like playing as the most.
It's a really nicely designed game. Nicely designed levels, good art, plays really nicely, and it creatively adapted Madoka.