In terms of pros who've been in the final more than once, KFG is probably the unluckiest. Perhaps it's that he keeps getting decent partners that could take him to the win, but the public are sensibly seeing past the manipulation... Or maybe he's just unlucky.
It's also worth noting that although Camilla Dallerup only reached one final (which she won) she also managed 2 semi finals and a quarter final in her 6 years.
Brendan - 3 finals (series 1, 6 + 11) 1 win
Ian - 2 finals (series 2 + 3) 0 win
Erin - 2 finals (series 2 + 3) 0 win
Lilia - 2 finals (series 3 + 4) 1 win
Flavia - 2 finals (series 5 + 10) 1 win
Vincent - 2 finals (series 6 + 10) 0 win
Artem - 2 finals (series 8 + 11) 1 win
Aliona - 3 finals (series 8, 9 + 13) 2 wins
James - 2 finals (series 8 + 10) 0 win
Pasha - 3 finals (series 9, 10 + 12) 1 win
Kristina - 2 finals (series 9 + 12) 0 win
Kevin - 3 finals (series 11, 12 + 13) 0 win