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I played as both, and I completed the game in different ways, clearing out the optional levels. The most interesting levels are either transitional or mandatory.
My favorite level is the last one for Roland (where you have to kill Archibald in the castle and have more than 100 Chaos Dragons).
I remember that at the end of the game, instead of using Roland, I created a powerful hero from a companion I had, and then bought him in the tavern. It was Jaclyn, level 33, with very good secondary skills. Roland was only level 30 or 28.
In general, I liked Jaclyn the most in the second part (maybe that's why after this incident).