Major: Alphinaud
Sure, Alisaie is best waifu, but Alphinaud has been written very, very well. His gradual charcter development that really gained momentum in HW is the best, and we also know him quite well personally. His great drawing skills, his fear of ghosts, his inability to swim, and of course how much of a dirty pervert he is. He might not be the best character, but he sure as hell the best written one.

Minor:
Edda. Do I have to explain?

Primals:
Sephirot. Giant sentient tree with kickass music and a fun little fight. Lakshmi is fantastic, but...Giant sentient tree.

Job/class:
Karasu: I know it is cheating cause he is not an actual trainer, but he does help you at times and he is clearly the most talented ninja out of the whole bunch. And he is very entertaining.