So it probably won't surprise readers that I'm pursuing Leliana as a romance. It may surprise you more to know that she's not who I actually want to be romancing, even though I think our characters are cute together.
I would rather be pursuing Alistair. (PLEASE NO SPOILERS) I'm not doing that because I screwed it up with him early on and decided to play the ball where it lay rather than try to fix that. But I feel much more connected to him as a character, partly because his story is actually woven into the game (and therefore into my own PC's story). You can't avoid having him around at least a bit and sharing certain experiences with him, and a big chunk of his story is likely to come out naturally while you're going about your business. His backstory involves people you will be interacting with as part of the main plot. It all feels connected. You have opinions on these players other than just what he's told you, and other people have their own opinions about him.
Leliana... I'm fairly sure she's a completely optional character and you can go the whole game without even meeting her. Learning anything about her requires KNOWING that the game has romance mechanics and then intentionally bombarding her with gifts and questions, until eventually you meet some people from "her past" that only show up if you're pursuing this, and then immediately vanish to never be seen again. Her story is not, so far, important to ANYTHING. It's hard to have much of an opinion about her, because she never really does anything other than a bit of chatter about religion, clothing, or generally supporting good. It doesn't look likely that the plot is going to move to a location where her past would be relevant, either. She certainly has potential to be a full character... if we were going to Orlais. But I don't think we are. I'm pursuing her in order to have a romance, not because I'm actually interested in her as a person.
Maybe I should have just dug in and gone questing for stupid trinkets to make Alistair forget the thing I did (A mechanic which sounds dumber the more you think about it).