It entirely depends on your playstyle. They are all quite fun (well, Ornn looks fun and pretty broken too) but all serve very different roles.
If you like a somewhat immobile ADC with decent sustained damage and burst, Xayah is fun.
If you want a highly mobile support with fantastic engage (similar to Alistar engage) I am having a lot of fun with Rakan
If you want a mobile assassin or bruiser (he can build either) mainly played in the jungle, Kayn is fun.
If you prefer tankier guys, Ornn seems more your speed.
And yes, the lovers have advantages with each other, but are solid on their own.