The system is actually quite complex, so if you want a full understanding of it, I'm just going to refer you to TFergusson's Party Mechanics Guide, section 1.4 has all the details.
If you just want a general idea though, here's a table that I pulled out of that guide, summing up each character's "grade" in each stat. The numbers range from 0-29, and lower numbers represent larger gains.
Here is what I remember off of the top of my head:
I don't quite remember the affinity in terms of stats, but I do remember Yuffie always had the best luck.
If you want to grind, there are ways to get sources near the end game to boost everyone up to max stats so at that point it doesn't really matter.