Setzer strikes me more of an ENTP actually. Yeah, I have to agree with you on the others.
Zack Fair- ENFP
Squall- INTJ, he made me think that he was a thinker more than a feeler actually.
Yuffie- ESTP, definitely. She was a thinker, but quite a procrastinator too. She didn't have plans, and merely improvised.