Overall it's definitely Sonya and Kitana. Currently right now though, I don't think there is one.. Sonya's story is the same over and over "Looks for Kano, finds Kano, fights Kano, Kano gets away, repeat."
Kitana's is too really, "Liu I love you, oh shit Liu you're dead, it's cool not only am I a nympho but a necro too, and I don't mean necromancer -wink wink-"
I thought they were really going to take off with Nitara's storyline but she turned into another Reptile.
Li Mei was being cool, but I'm pretty sure she wound up being killed regardless.
Ashrah, I hate her look, but she's probably got the most interesting story going.
Mileena is used the most to advertise, but what is she really doing in the story? Even if we rewind back to before Armageddon's fail storyline she went from a Emperor's spy to Baraka's lackey in a blink and really just doesn't do anything else.
Sindel's story is a pretty good one. And then it ended the same game it started..
Overall though I don't think it's the ladies fault for really not having a story. Really any problem with the story right now stems to Armageddon.. It screwed everything Deception was doing good storyline wise up.