I found the steinberg multiband compressor to very nice. It can give any bland material a polished sort of sound. Same with the new steiny reverbs. Imo they are the best of the steinberg included effects.
The vintage compressor is better. As is the multiband (rarely used by me though). There's nothing inherently wrong with the regular Cubase compressor, it does it's job in signal attentuation etc, but it is just a very clean and characterless sound (sometimes is useful).
If you want some great compressors then you need to splash a bit.
There are some reasonable freeware, Bootsy's Density mkII and digitalfishphones, although older and no longer supported, blockfish etc. For not much cash, Jeroen Breebart's Red Phatt Pro (10 euros) or Stilwell Audio's Rocket and Major Tom etc for around 50 bucks (Reaper users on non commercial licenses can get them even cheaper).
If you want character plugins, then be prepared to pay for them. Get a UAD-2 card and choose from their vast range of 'analog sounding' modelled character compressors, or buy into Sonnox or Sonalksis bundles etc. Fabfilter's Pro-C is also a good choice for Cubase because it is VST3, allowing it to be easily used for sidechaining and it does sound very good too.