Regarding lancers

F/SN Cu.
Jaguar warrior may do more damage, but Cu is amazing in long fights and is just solid.
Protoypes pretty similar to regular Cu but not quite as good in my opinion.

They all do different things and depends on what you need/the supports you have.

Cu Chulainn is a survivalist. His damage is pretty mediocre and all his skills aid his survival. This makes him a strong solo servant especially because of his guts (on top of a 3 time evade). He offers almost nothing to a frontline team comp and is best placed in the backline as a last resort solo.

Chulainn Prototype is a more offensive Cu Chulainn with skills that enhance his crit damage (and an anti-beast niche). He is much better as a frontline damage lancer compared to regular Cu. Put him in crit-based teams and he will serve well as an offensive damage dealer.

Jaguar Warrior is a buster-based damage lancer. She doesn't have the survivability that the two Cus have but can output much more damage with all of her strong damage steroids.

They're all fun to play and very solid.
Cu Chulainn can be put in almost any team backline and can serve as a last resort.
Prototype fits the lancer damage role in Quick/Crit teams.
Jaguar Warrior fits the lancer damage role in Buster teams.

But in the end, you could just grail Diarmuid to level 100 ya know?

Speaking from my experience and some reading, depending on the roles for 3 Star, Cu Chulainn fits better as a last man standing, since he lacks performance boosts. Proto Cu fits better in a crit comp, and is even better against beast enemies (Things as Chimeras, and even the crabs, though they're sabers)
Jaguar Warrior is better overall because "meta". Being buster, having a decent survivability and kind of reliable buffs for herself, though she's all about the burst since her main damaging skill has quite the long cooldown.

4 Stars servants, I own a Li Shuwen and he's pretty good. Good crits, good damage, good NP, decent stats and well defined kit. He's a good arts damage dealer, specially if you can feed him crit stars, but still he's not as consistent since all his buffs last for one turn and have slightly longer cooldowns.
Then Elizabeth Bathory, I like her, not much to say. She's a good support and has some damage. Sadistic Charisma and Torture Technique pairs very well with another female DPS, and her NP despite being a little weak in terms of damage has its' utilities for wave clearing and the curse.

For 5 Stars I can only properly talk about Brynhild, but IMO she's the best 5 Stars Lancer. Her NP is very good, and even more when you hit someone with Brynhildr's beloved trait. Her star-gen buff is good to have too.
She has good NP gen despite having 1 Arts, and she produces a decent amount of stars, specially in brave chains.
Her 3rd skill is a targetable 3k heal in 5 turn CD with a Star Gather up. She will later receive a strenghthening for her NP and her 3rd skill, giving her a critical damage buff.
Scathatch is also one of the best 5 stars lancers for obvious reasons, she's one of the best boss killers with her NP having so much damage and her skills boosting it even further, also she has critical damage up and stars gather rate up with her evasion, but those effects are random. Against divine and undead enemies she can pretty much one-shot them if you have the right set-up (Or whale enough). You can see many people soloing with her. She's awesome in the damage side, but her generation stats are not so good as you hope it would be.

3*: Cu
4*: Latoria Alter. Summer Raikou is also very good.
5*: Karna (after NP interlude)

Among the 3 OG Cu is the best for solo and survival.
If you play in a team, and you want a strong ST lancer (and the most cool big sis in the game) then Jaguar warrior is the way to go.
She is built to be a damage dealer, and her third skill, despite being weaker if not in jungle, is still not useless or as weaker as proto cu anti beast trait.
For 4 star i can only talk about who i have, Lalter and Vlad (well i have santa lily janne alter but she is only a farmer)
Lalter is awsome but a little problematic to play. You need a good buffer and a good star generetor for her to do her 1 turn nonesanse.
But she can do it (i see her crit for over 120k with only her buff. with waver she can reach 180k for buster crit, and i havent tried her with merlin)
Vlad is actually pretty good. he have nice generetion for np and star, a pretty supportive setup. His damage is mediocre unless he is ageisnt evil.
For 5 star i have none, but i want Bryn and Ers. I belive they will be the strongest lancer in the future.
Ers is a all around and bryn is basically able to turn anyone in a crit servant.
All in all i think lancer are the weakerst class among 5 star, but all lancer below thet are pretty good.