Nalia might be a slightly better mage, but as a thief she's worthless, hell she can't even pick all the locks in her own castly, let alone the ones you find later in the game.
But since you've got Jan killed, she may be your only option.
Alternatively you could keep Joshi.

BUY them once you've sold items to get them recharged??? steal them back goddammit!!

your party is to melee heavy imo, i usually go with 2 fighters, at least 2 mages/dual mages, a thief and a cleric. much more balanced.

but yes, jan is gone. no way to get him back now that i know of.

nalia isn't all that bad, she's ok as a stop gap.

2 fighters is all the tank power you need to kick everybody's butt.
I normally play with 4 characters, so they get really high level.

EDIT: Untill you get Imoen back off course, after all you're doing all those quests to get her back.
Imoen is a slightly better thief, you can use her very well untill ToB, but then there are new options.

idd, as arathorn said, until you get imoen back.