Personally, I'm always preferring the action-oriented type of character to RP with. Whenever I can get to the point to make my second character, I actually planned to make one somewhat similar to Zephyr myself, because I always found them to be a lot more fun. Plus, and feel free to call me sadistic with regards to my characters (because I know it's true), but I oft have a fun time pairing Jet up with those who would kind of...maintain an obvious air of superiority over him at nearly all times.
Although, Sephtis would make a good RP partner for Jet as well. While Jet may be a little bit more likely to catch on to his schemes than most, the manipulation would be interesting while it lasted and the conflict that arises when Jet did eventually realize it, as well as Jet's ensuing guilt over it, would be even better.
But overall, I think I would have a lot more fun RPing with Zephyr than Sephtis myself. Plus, NidoranM is a cooler Pokémon with cooler evolutions imo~ xP
(read: Honedge-Aegislash is not quite as awesome to me, but they are still quite awesome)