Well, I can tell you what I've had in my tanks and what adjustments have been made as they've grown. There are probably others who had success where I didn't.
1. Labidochromis Caeruleus (Electric yellow) - I've had no problems with keeping a colony of them together, but I have a very hard time telling which may be male or female, unless one of them end up holding and I've only had one hold so far. I have also never had a problem with introducing new tank mates to them, besides the electric blue, but that was because of the aggressiveness of the electric blue.
2. Melanochromis auratus - I originally had two of these, but the dominate one took care of that situation. The remaining one was very aggressive until I moved the electric blue out of the tank. He then lost all of his coloring and I thought for sure I was going to lose him also. After giving it some thought, I decided to move him into a tank with Pumba Rock cichlids and he's now got his coloring back. I've had no aggressive problems since putting him in his new home.
3. Electric Blue Melanochromis - aka Electric Blue Johanni or M. Johanni - This is another one that gave me problems for awhile. I learned very quickly that he would not tolerate another male of his species living with him. He was very aggressive toward my electric yellows also. When I set up my 125 gal show tank, he was moved in to it and the aggression subsided until I added two females, where I again learned a very valuable lesson. The females are about as intolerant as the males and they both picked apart one of the females. If you go with these, from my experience, I would recommend a one on one ratio and keep an eye on them until they seem settled.
4. Pseudotropheus Lombardoi - I don't have any of these, but I found a page with comments about their behavior if you'd like to read up on them and see what others have experienced.
Pseudotropheus Lombardoi
5. Malawi Peacocks - I have three Aulonocara orange blotch peacocks in my showtank. Two males and one female. It was supposed to be two females, one male, but it's hard to tell when they're juveniles. There has been no aggression between them, however, the subdominant male does not show the beautiful blue coloring that the dominate male shows. The female recently released 15 fry so they appear to be happy with the setup right now. This was the second time she's held, but the first time she aborted the eggs. There are many varieties of peacocks and they are notorious for cross breeding if kept in the same tank.
6. Pseudotropheus Socolofi - I have three of these, but I haven't figured out exactly if I have two males or two females. The largest of the three is a light powdery blue (who I *think* is the male) while the two smaller ones are much darker, very close to a colbalt blue. We recently acquired some very pretty white juveniles and by the pictures of the parents, it appears that a Socolofi is the father while the mother is an electric yellow, so if you have any concerns about cross breeding going on this would be something to keep in mind.
Out of all of the ones I have mentioned above, the Socolofi, Electric Blue and Peacocks are in my show tank. My electric yellows share a tank with Aulonocara baenschi juveniles and my auratus now lives with some pumba rocks. As of right now I'm not having issues with aggression in any of the tanks, but only time will tell if I'll need to do some moving around again later when the juveniles mature.