“Here Lies the Abyss” is such a unique story mission that a lot of people wonder who they should bring with them, both in terms of companions and “special followers.” Here’s a breakdown about each individual character and what they bring to the Abyss.
** SPOILERS **
Your Special Companions
Hawke will always be there (and sarc!Hawke is hilarious as ever), but your Warden friend can be Stroud, Loghain or Alistair depending on certain Keep factors. If Alistair is currently a Warden, he’ll show up. If he’s not a Warden but King, Stroud will show up. If Alistair bumbled off to be a drunk, Loghain will show up. However, a choice in Abyss will lead ultimately to you sacrificing either the Warden present or Hawke. Understandably, most people have a hard time sacrificing Alistair so they select either Loghain or Stroud. (You do remember Stroud, don’t you? He’s the Warden that helped you in the Deep Roads with Carver/Bethany in DA2.)
Who you select to die actually has very little to do with the game itself. If you have a Warden, they will be able to lead the remaining Wardens should you choose to keep or exile them… but it has no in-game benefit besides a few war table missions, and they mostly all die during war table missions anyway. If you sacrifice Hawke, Varric will be sad for a little while but no one else will really comment on it. So unfortunately, there’s very little after mission content either way. You should choose your Keep status based on who you want to interact with the most, as you’ll have a couple of conversations with whatever Warden you choose.
Your Standard Companions
Blackwall doesn’t have a lot to do in The Fade itself, but he does have additional content before and after the Fade as a Warden. If you love the Gray Wardens, you might want to bring him along. (Though… you know.)
Cassandra has some unique content in The Fade as you will run into a spirit claiming to be Divine Justinia. After Here Lies the Abyss, she’ll have a conversation with you about it either way. So you don’t need to feel compelled to bring her. She takes the Fade like a champ, though, and doesn’t seem too perturbed by the entire experience.
Cole will absolutely freak out in The Fade. He doesn’t like being there in physical form. If Solas is there, he will talk the worst of it down. If not, Cole will be panic-stricken for some time. After Here Lies the Abyss, Cole’s personal quest will trigger. However, it will trigger exactly the same regardless of whether or not you brought him with you–so you don’t need to bring him with you if you don’t want to see the poor boy panicking.
Dorian doesn’t have much by way of insight into the fade. He has an additional conversation following, but it’s almost identical whether you brought him or not. He’ll also give you a war table mission in hopes of discovering the true name of Corypheus, but again, this happens whether you take him or not.
Sera completely panics when taken into the Fade: she absolutely hates it. She’ll take a swing at your Inquisitor following it and be extremely aggressive; you’ll need to talk her down. After that, though, I believe she segues into the same conversation any inquisitor would have with her after the fade (she has an aggressive conversation whether or not you took her with you).
Varric says almost nothing in the fade, so he isn’t altogether interesting to take. However, you should keep in mind that he will give you additional content if you choose to leave behind Hawke. (Just a conversation, though. AND SADNESS.)
The Iron Bull doesn’t seem to mind the fade much at all and has a few hilarious lines (“Is this supposed to represent my deep fear of having wet shins?”). He’ll remark that it isn’t the best possible place to be in, obviously, but he is willing to kill what you point him at. He will also have an approval bonus if you start questioning the Spirit of Divine Justinia, though it’s slight. Whether you bring him or not, you’ll find him training aggressively in the courtyard next time you speak with him.
Solas adores the Fade, obviously, and he’s really fun to bring with you because he’s just so goddamn happy about it. The Iron Bull will sarcastically comment on his joy if you have him with you. The Fear Demon will say something to him that’s in ancient Elvish and cannot be translated entirely; he does not reply.
Vivienne may not have any additional content. I’m not sure anyone has taken her into Here Lies the Abyss or, indeed, anywhere. Seriously: search for it.
For sheer content, it appears as though a party of Cole and Sera would be the best bet, with the third slot being whatever character you happen to like the most or your LI. Only Sera seems to have a unique reaction AFTER the mission.