Writing or reading?
For my own writing, would any answer but the same as to the question "Who is your favorite character to write?" make sense? Maybe if the answer to that were a minor character.
And with reading, it's not like I gave books or characters grades and wrote a toplist, I really couldn't say. Recently I re-read two books of the Watch sub-series of Discworld, so right now Sam Vimes comes to my mind readily (something about the rather nasty shell over a determined grasp on morals, dislike of nobility, struggle with himself... he's complicated), but if I'd read something else last week, the answer would be different.