I've had a few Golden Wonder Killifish. I lost the first two to jumping, but learned my lesson and now have plastic canvas over every opening. The first one (male) I had was pretty aggressive, but neither of the other two (one male, one female) have been. The current male is housed with black neon tetras, harlequin rasboras, cherry barbs, and peppered corydora catfish. He doesn't pick on any of them, but does sometimes like to hang out in the log at the bottom of the tank, which essentially kicks the others out.
I also have a Clown Killifish. It's in a planted tank without a top, but with a lot of floating plants. It is not aggressive at all toward the other fish (peacock gudgeon, multi-striped loaches, and emerald dwarf rasboras). I don't know if that's because it's smaller than all the others though.
All in all, I'd say keeping killifish has been a fun experience. Out of the 4 I've had, only 1 was aggressive. Their mouths are very unique, which is my favorite thing about them. They remind me of hand puppets.