They all suck, really. They weren't characterized well and were generally reduced to ****ty anime tropes. Maybe my opinion on that will sway once I find the time to play the Champions' Ballad, but if they develop them too much, then it'll make Zelda look bad. I like Revali and Urbosa more than the other two, but they still got gypped of any good character development--like every other character in the game.
The Champions Ballad does help the character development a bit, you get a lot more background on them, and their personalities really shine. However, don't expect anything too groundbreaking, you'll get great moments but the Champions Ballad doesn't flesh them out like we all wanted. They are still sort of like anime-tropes, but they definitely have some more backstory.
For me, even after the Champions Ballad, the rankings are:
1. Mipha (still my favorite)
2. Urbosa
3. Daruk
4. Revali
Mipha's love story with link is more tragic and sweeter than ever. Urbosa was further proven to be an absolute badass and mother figure to Zelda. Daruk is just a big strong oof and has some hilarious moments. Revali is still that competitive douche however shows himself to care about Hyrule and is actually a nice dude.
You get some great dialogue from their diaries as well.