Favorites in no particular order:
Vivi, Auron, Squall, Snow, Zidane
The ensembles in 8,9, and 10 were easily the best, with the exceptions of Zell, Quina, and Wakka...
Least favorite, in a very specific order:
Aerith, Vaan, Hope, Wakka, Yuffie (in 7.. they improved her in everything else she did afterwards)
My favorite scene in all of 7 is when Sephiroth comes down and impales Aerith.
And everything that had to do with 12 (except Balthier) was excruciatingly bad. They should have called the most recent Final Fantasy FFXII, and just pretended the real 12 never happened...