I think I'd like the Immortals quartet better if Daine didn't get a ridiculous power-up in every freakin' book: she can talk to animals! she can turn into animals! she can make dead things come back to life! ...she's a (half?) goddess! That and her hooking up with Numair really squicked me out.
I'm actually in the middle of reading the Trickster books for the first time, and I'm inclined to agree with you about how annoying Aly is--I'm just not sure if Daine or Aly rates higher on the Mary Sue-O-Meter.
Kel's my favorite too! I'm also liking the Terrier books so far.
As for poor White Tiger, yeah, her murder just reads like such a slap in the face to Pierce and almost everything she's known for as a YA author.