I've played with all three of the sidekicks at least once. My favorite sidekick by far would have to be Tarana, if only because she was the most developed character out of the three and ultimately the most sympathetic. But that said, in terms of ending I prefer to choose Pressie as my sidekick and then save Sonja during the Sadistic Choice part, because that way nobody really dies AND I still get the Hero of Tomorrow award and cash prize.
By the way, for anyone who's had trouble with some of the game's options being blocked, I've noticed that whether or not you end up forced to make one particular choice depends on your stats prior to that point. For example:
---> If your Fame score is too low when you reach the Sadistic Choice, the game will not allow you to save Sonja. (20% is the lowest Fame score I've had so far that would still allow me to save her.) My Fame scores have never been very high, but I assume that a high Fame score would force you to save Sonja.
---> If you choose to go with Fistfull during the Minterview chapter, you'll end up finding out a big secret involving him and Monk. (Which I won't spoil here.) If your Soloist score is too low, you will not be allowed to blackmail them. Also, if your score is not too low and you DO blackmail them, don't bother calling Rebellion for help later, because the Millennial Group WILL hold that against you and refuse to help.
---> In the end, when Rebellion offers to accept you into the Millennial Group, the game will force you to accept the offer if your Soloist score is too low.
I'm sure there are plenty of other examples that I haven't found/heard of yet, but you get the idea. So it pays to keep an eye on your stats as the story moves along, because those stats do affect what you can and can't do later in the game.