Just like the majority here, my first was Emi as well. And, like many others, I was aiming for someone else, namely Lilly. But I did end up enjoying Emi's path. though. While it did have some awkward moments (I think we all know that one moment) I really liked how it ended, the last act was the highlight of it for me.
Just finished Rin's path yesterday, it got me pretty... Well, I'm not sure if it's the right word to use here, but exhausted. It just keeps going up and down and up and down and I just don't know what to think of it anymore. Not like that's a bad thing, I'm pretty sure it was meant to be like that. Rin just made me angry many times during that route.
Lilly and Hanako are definitely my favourites, especially Lilly. Not spoiling anything, but sadly I got the neutral ending with Lilly on my first try. I finished it at around 2 AM and I just couldn't sleep after witnessing that ending. It got me so damn depressed. The next day I found that there's a better ending, I just had to change one choice during the game. Replayed it and many tears were shed, most of them not that manly. Hanako's good ending got me crying as well. Actually, all the paths got me crying at many points.
Except Shizune, haven't started that path yet and I probably wont. Can't stand her, to be honest.