In my opinion, Prospero relates most closely with Alonso, the king, and Gonzalo, the old man.
The reason that he relates to Gonzalo so well is that Gonzalo was good to him when he was getting sent off to exile. Prospero would certainly not related well to the other two men because they were the ones who maneuvered him out of his princedom.
Prospero identifies with Alonso because Sebastian and Antonio are plotting to do him in just like they did to Prospero.
I think he identifies with these two men because they are both innocent men and because the two bad guys are trying to victimize them.