I'm not too sure about Axel. In CoM and Re:CoM, although his second battle was the third hardest battle in the game behind the fourth Riku Replica fight and the first Marluxia fight, he held back so Sora could defeat Marluxia. In KH2, he really held back to not hurt Roxas, and then, in Betwixt and Between, he was exhausted when he fought with Sora. The only real glimpses we've had of his real power was in Re:CoM when he made Vexen burst into flames with just a snap of his fingers, and in KH2 when he blew away a whole field of nobodies. Maybe in 358/2 Days, we'll see the real 'Flurry of Dancing Flames'.
Xaldin was very tough at first, but once you learn how to 'learn' 9 jumps at once, he's not that hard to defeat at all; you just string the 9 'jumps' together and follow with an air combo with the Rumbling Rose keychain. Sure, it takes (or at least it took me) a few fights to figure that out, but, once you learn and use that, you basically end up taking the better part of 1/2 his life bar in one string of attacks. Well-timed Reflects cancel out most of his rush after he goes into Panic Mode, and then you just wait for a chance to 'learn' again, and take him out. Still, he was tough and how he wields six lances at once gets me. Plus, his 'Dragoon Hurricane' (his desperation attack) is awesome ("Wear the face of Despair!"), and I agree that there should be more Dragoons.
Xigbar suffers from almost the same 'flaw' as Xaldin: he's very tough until you figure out how to exploit him. I do like his fighting style as it's very stylish and futuristic. Also, I lost count of how many times I died trying to figure how to avoid his 'Danmaku' (trans: Bullet Curtain) attack. But once you figure out how to avoid that attack and get the timing down (which was tragically simple; notice I didn't say easy, I just said it was simple), you don't have to particularly worry about any of his other attacks. In the final parts of the battle, after you dodge his 'Danmaku', you could just Warp Snipe those huge blue Arrows he fires around the area until he goes down. Still, Xigbar is cool and his 'Danmaku' is still very impressive to watch (so long as he's not using it against you).
I like Zexion's style in Re:CoM; I like the idea of him stealing your cards and using them to make clones and attack you from all sides. I still think that Zexion was underused within the games (battle-wise not story-wise).
Sai'x's was cool in that he wasn't playing around; he didn't use any tricks at all. He just wanted to bludgeon you and ,when he went into Berserk Mode, that's more or less what he did. Watching Sai'x going nuts around the area was the most fun I've ever have getting slaughtered. Much support to everything MrXIII said about Sai'x.
Marluxia in Re:CoM was great just for the sheer range of attacks he threw at you. If he wants to play tricks, he could scatter your cards around area so that you have to pick them up or he could put you under 'Death Sentence' so you have break the cards or face instant death. (Both of these are from his third form for those who don't know). To attack, he could thrash you up close, he could slice from a distance, he could catch you in a pseudo-tornado and then cleave you in half; he could even slam craters into the ground, and 'warp-slice' you something like how Riku slices Lexaeus in Re:CoM. In his second form, he could fire lasers, bum rush you, crash land on you like a meteor, in addition to being able to cleave you in half and shroud your cards so you couldn't use them. (The last one is from Re:CoM). All in all, Marluxia gets major support just for sheer variety; I just wish he were more aggressive in Re:CoM so he could match his outin the CoM.
Overall, I think Larxene had the best fighting style. I read in a manual that 'like lightning, Larxene hits fast and hard', which is basically right. If she goes hand-to-hand, she's proven she knows at least some martial arts, which I haven't seen from the other members (which is not to say they are not capable). Meaning, she could probably beat you up without her weapons. If she wants to slice you up, she is fast enough to rush in, carve you up, and get out of the way. If she wants to overwhelm you, she can create clones to attack you from all sides at once. If she wants to run you down, she can 'teleport rush' you into the ground (please pardon the rhyme). If you wants to fight long range, not only can she throw her kunai at you, she can fires bolts of lightning, small and large. Then, if you get too close, she can paralyze you, and then ride a lightning bolt right into your head (KH2FM+). On top of that, she can disappear and reappear at will, which she does faster than the other members from what I've seen. Larxene was probably the hardest Silohuette Battle and one of the hardest Data Rematches in Final Mix+. Plus, she's a ninja and, who doesn't love a good ninja.