Alistair is incredibly easy to become friends with; the problem is just avoiding him falling in love with you if you play a female. Morrigan can be won over with gifts and her personal quest (there's a handy gift guide at http://dragonage.wikia.com/wiki/Gifts ). Zevran has two gifts that *really* matter, and a bit of flirting and sympathy go a long way (only then he'll try to get you into bed, male and female both). Sten responds nicely to firmness and all but outright insults, and Shale is... very odd. Better just give her the shinies to shut her up. Her personal quest gives quite a lot of approval, too. Oghren likes his drinks. A lot. Like, really a lot.

If you're planning on getting Awakening after, Oghren might be a disappointment. They've Al Bundy'd him even more in that one. But there's a *lovely* female dwarf companion in Awakening, to make up for it.