Labrys. Man...just...man. It made me cry. I really, really did not give a shit about her when I heard she was going to be the new character for the game. I thought, "Oh look, another robot girl. Cause we needed an Aigis clone for the P4 cast." Then I got to her story. Had to put the game down for a while after I finished it.
Naoto's and Aigis' were also good. But those are probably biased, since they are my favorite characters from said games.
I main S. Labrys. I'm not amazing, but I am still learning her. From playing her I can tell you that she's pretty easy to counter. You can't hurt her Shadow/Persona while it's ideal with light attacks, but heavy attack do. If it's attacking, same rules apply as if you were fighting anyone else. It can block, but you can move past it to attack S. Labrys directly, but that can put you into a situation where you get attacked from both sides.
I've run into so many auto-combo spammers it's not even funny. Most of them tend to play Chie, Yu, and Akihiko. If anything, it's annoying.