Yuna's journey was obviously the most 'important' one in regards to the overall story, but i personally enjoyed both Auron and Kimahri's stories. Auron in particular went through so much s**t and still showed restraint and loyalty to the summoners even though he knew the truth about it.
Kimahri's story was interesting as well i found because of how he ends up being one of the very last Ronso alive after
Spoiler: Seymour wipes out the Ronso race living on Mt. Gagazet.
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