But I find it weird that in spite of the fact that I almost only played with Jaesa once I got her, and tried my best to gain affection from her by chosing the right dialogue options, I still hadn't enough affection to finish her story, when I reached lvl 50.
I find it weird that it went that way with you too; especially if you're exiting/re-entering conversations just to get affection with her. I maxed out my affection with Jaessa by level ~40 without gifts. On my BH my affection with Mako is also 4,000+ and he's only level 24. Granted Mako is your first companion and you don't get Jaessa for a while, but still it went rather quickly for me.
I also find it a bit difficult to get to know all of your companions. I fall into the primarily use one companion through the story classification. It was all Vette until I got Jaessa then all Jaessa. I kind of wanted to use Quinn just for the heals to grind 48-50 faster, but fell into the "he's way too undergeared to be effective right now" situation. Vette and Jaessa are awesome, Broonmark is pretty cool, but Quinn/Pierce aren't my favorite. Not poor characters, just not my style.
For the Knight it is Kira all the way. She's just my kind of girl; love her personality. I also like T7 a lot; the hardy little droid companion.
Haven't gotten too attached to anyone in my IA's story so far as I'm going lightside Agent and Kaliyo just wants me to kill and rob everyone. And I basically have just been sticking with Kaliyo.
So far Mako is probably my favorite female companion. She's just awesome.
I could go on about basically any class of which companion I like the most at the moment, but I've gotten most of the classes only to ~30ish so it's a bit of a skewed opinion for most of them. SW, JK, IA, and BH I've gotten furthest as (or finished) so that's my opinion on it! Almost wish I could have two companions with me just to increase the amount of story and connection with my companions, but that is obviously a bit much for a MMO.