Since, in my relatively short time on these forums, I've seen at least two threads regarding characters we hate, I'd be interested to read the opposite - opinions regarding favorite characters, and why they're preferred.

For me, I'd have to say:
- Ardbert.
I love how he was written and how he was, in a sense, 'us' if things had gone badly for us. To quote:
We were just adventurers trying to make our way. An odd job here, a favor there ─ we never aspired to be Warriors of Light.

But word of our deeds spread, and soon people were calling us heroes. They placed their hopes and dreams on our shoulders and bid us fight for all that was good and right.
We fought and we fought and we fought...until there was no one left to fight. We won...and now our world is being erased from existence.
We did everything right, everything that was asked of us, and still - still it came to this!
You of all people should understand! We cannot ─ we will not falter. We brought our world to the brink of destruction, and now we must save it.

And later on: "My story may be finished, but the fates have gifted me a minor role in yours. For what it's worth, I cast my lot with yours. So - let us be about it, hero."

And of course, one of my personal favorite moments in the game:
"Take it. We fight as one!"

Also going to have to give mention to Nashu Mhakaracca, who is just adorable on so many levels!