Sakura, Kyouko

Kyouko has been a Puella Magi much longer than the others, and thus is more skillful; she wields a spear which can extend itself, split into multiple sections, and produce a ball at the end of a chain, which can constrict and hit others at the same time. She also has the ability to put up barriers to protect others or keep them from interfering. She initially clashes with Sayaka, but after learning the truth about Soul Gems, she sympathizes with her and tries to help her.

Regarding's the wish Kyouko made before becoming a Puella Magi:

Kyouko came from a poor church family and used her wish so that people would listen to her father's preaching; when her father learned of this, however, he went mad and killed everyone in his family aside from Kyouko. As such, Kyouko decided only to use her magic for herself from this point on, since using it for others will only cause despair. This is expanded upon in the Different Story manga.

Regarding her relationship with Sayaka:

After Sayaka becomes a witch, Kyouko becomes determined to save her and restore her to normal, but ultimately sacrifices herself in the fight so that Sayaka would not die alone. She overloads her soul gem to create a massive explosion that kills them both.

In a previous timeline, she was killed by Mami, who was driven insane after learning that they would all eventually become witches.

In the final timeline, Kyouko survives, and grieves over Sayaka's death in battle.

In the third drama CD:

It is explained that, prior to the main storyline, Kyouko once had the power to utilize illusion magic, but after her family's death she subconsciously lost that ability. She also had a friendship with Mami prior to her family's death, which was severed when Kyouko decided to be more selfish with her magic. This friendship was also explored in Oriko Magica, though not in-depth.

In The Different Story manga:

Her relationship with Mami is thoroughly explained, showing in depth the events mentioned in the drama CD and it is also shown that her previous mentor-apprentice relationship with Mami is the reason of her coming to Mitakihara City. This occurs before Homura's checkpoint, so it's supposedly a constant and remains true as her motives for retuning to the city in the anime as well.

At some point, Kyouko also comes in terms with her past and regains a fraction of her illusion magic, which she uses to fool Mami into believing she had cleansed her Soul Gem and allows her to live. After defeating Oktavia and truly cleansing Mami's Soul Gem, Kyouko dies in her fight with another witch while trying to get a Grief Seed for herself.