Last time i played through the game, i kept Yuna, Rikku and Paine's default dresspheres equipped on them for the first few parts of the game (namely Luca, Mt. Gagazet Summit and Besaid Island, switching in Songstress when and if needed.

I wasn't too picky with which dresspheres each girl wore - i was more preoccupied with trying to master as many abilities as i could. xD