UFO

ReimuA: 9/10
A worthy successor to SA's Needle Reimu, her upfront power is pretty much unparalleled (short of SanaeB's shotgun of course), and Wild Exorcism Dance is probably the strongest bomb Reimu has had up to that point, add her small hitbox to that, and she's hands down the best shot for bosses. She has a pretty hard time on stages however, her range is basically the same unfocused as it is when focused, which makes crowded sections harder than they need to be, and her bomb, while powerful, slows her down quite a lot, making it harder to navigate the screen for UFOs or even just getting the bomb to other enemies to damage them. Bosses are the bulk of UFO's difficulty, though, so she still holds her own here.

ReimuB: 8/10
More or less the opposite of ReimuA, she's weaker than her, but she's more mobile thanks to a bomb without slowdown and much better range and good homing. She can gather resources very fast because of this, which is useful for the slightly harder boss fights she has.

MarisaA: 8/10
She's good, strong enough to deal with bosses, and her piercing is very useful for the same crowded sections ReimuA struggles with, even if there are UFOs present, her higher speed can be useful to get tokens as well, and Master Spark is just as you would expect it, very powerful. She requires way more effort to play properly than ReimuA though, higher speed also means less precise movement, and her bigger hitbox makes it even worse. Her options often hide bullets inside them because of the glow, which turns some average patterns into hard ones, and some hard sections into just ridiculous.

MarisaB: 5/10
This shot... I don't like it, she's got a both weak shot and bomb, on top of what makes playing Marisa already a difficult choice, Marisa just isn't the character you should worry about range with. The back shot isn't really useful, since most enemies come from the top of the screen and the bomb is very short and very weak. The fact that she's a spread shot means that in order to get the most out of it, you have to shotgun, but the situations you can do that in are few and far between. Although, (maybe not so) ironically she's the best at scoring for being the worst at survival, the wide spread is just strong enough to kill small enemies and fill UFOs, and you can even bomb without popping them, if you need that extra fill, and her large hitbox makes her the best for grazing.

SanaeA: 7/10
She's not a bad shot at all, but pretty much everything thing she has, another shot offers something better: upfront power -> ReimuA/MarisaA, Homing -> ReimuB, Bomb -> Everyone except MarisaB. Snakes have decent power and homing and her bomb is useful for UFO summoning/filling while still being strong enough to use on bosses. She's kind of a "jack of all trades, master of none" shot, honestly (and it certainly doesn't help her that she's completely overshadowed by her B counterpart).

SanaeB: 10/10
Definitely one of the better shots in all of Touhou, she's got both range and power, and a fantastic bomb too. Cobalt Spread is a very powerful shot, and with its spread and splash damage, it makes some sections (see: Stage 5) much easier, as are UFO summons too. She's not half bad on bosses either, while she doesn't have ReimuA's power at long distance, she has amazing power point blank (and it's even stronger at LV3, so if you die you can abuse your respawn i-frames to deal heavy damage). Wily Toad is among the strongest bombs in the series, which along with her shotgun, can end patterns -even lengthy ones, like those of Byakuren- in no time. She's a beast at scoring too, thanks to her medium sized hitbox, grazing is more rewarding for her than Reimu, without being as risky as it is for Marisa, and she has better survival tools than Marisa.