chief yamarz makes the best tank, ravagers make the best melee fighters, and orchendor the best mage.
I disagree on all of those, though Ravagers are pretty good.
Yamarz is just terrible. I know, he has like 1200 HP, but he can't kill anything. That health goes away very quickly when he is fighting anyone with any offensive skills. I do like Ravagers, though I have found Bandit Chiefs to be better. The best melee thrall I have found is Krev the Skinner, who is just an absolute maniac. If you get the sword and board version (he/she is radiant), he can solo a pair of Giants, beat Red Eagle by himself, etc. As for Orchendor: I have made him a thrall with at least 5 different characters, and the current version is the only one that has been worthwhile. The thing is that I'm on PC with mods now so I suspect that's why he is performing well. Before, I would only see him cast Frostbite and he would still die even though his teleportation replenishes his health. I would highly recommend a Briarheart or Bandit mage, or any Master X-mancer over him.
The best overall thrall IMO is an Ancient Vampire, or if you have the perk Necromage, a Volkihar Vampire. They are powerful two-element casters with large health and mana pools, they reanimate bodies to fight with them, they have a high one-handed skill, they can be found with armor, and they are VERY aggressive.