I actually think the Sun is one of the best confidants. If you HAVE to drop someone, then drop the Devil. But it's hard to say. In P5 there wasn't a confidant that I didn't like...

Devil, Sun, Tower, Death.

Imo, all of these have useful but not important or must have abilities.

Death is more items at the clinic, which imo isn't that useful mid/late game. You find plenty and have persona skills.

Sun is nice but not great. Learn how to talk with personas and he's not really needed.

Tower is nice when you use it, just really limited. Bullet hail and improves Joker's gun.

Devil isn't that helpful unless you're really screwing up in a dungeon.

Again, just my opinion.

Devil Confidant isn't really worth it unless you really like Ohya since her skills are entirely based around Palace Security Levels, which shouldn't even be an issue to begin with if you're even remotely good at the game.

The team mates that you don't use. Except Ryuji that is absolutely essential up to level 7.

Max all social link at least once. Then in ng+ just play those which you don't like once so you can get their benefits and don't need to max them again.