I’ve started skipping the Guardian Stones in the beginning so that my characters level a little more slowly. I’ve gone back to get the Mage stone for battlemages whose weapon skills are outpacing their magical ones (especially Destruction). Then switch back to whatever they were using after a while. I think Allek the Breton went back for the Warrior when his thieving skills left him weak in combat. There was a time before his Sneak and Illusion got high enough when he got his backside handed to him a lot.
I use the Lord Stone for my lightly armored and unarmored characters, especially early on. Rowan (dual-wielder) used that one until she found some enchanted heavy armor she couldn’t pass up, then she switched to the Steed.
My favorite has to be the Atronach. Zuuri, Asrael, Jensa, Big D, Mikke, and of course Jerric have all taken the Atronach’s blessing. I love the unpredictability for spellswords and battlemages. Just when they run out of magicka and switch to weapons they can get hit with something enchanted and have the option to go for spells again. Lots of fun to change plans in the middle of a fight. Especially when they are also balancing offense with the need to heal. Woo hoo! Plus they absorb a lot of diseases with the Atronach, so they feel like especially healthy and robust people. A nice touch for Redguards, orcs, and Nords in my opinion.
I have some character ideas for the Lady Stone, though. The loading screen says that the enhanced health and stamina regeneration is just for a short time, but isn’t it really a constant effect? Anyway, my future zombie and blood-starved day walking vampire characters will no doubt go for the Lady. The zombie won’t be able to use potions or spells to heal because he is dead, and I think that a stage four vampire fighting a fire dragon in daylight might need all the help she can get.