Natarle from Gundam Seed, no question. She was just such a great character, and interesting to watch. She seemed more human than a lot of the other characters in the series, as she wasn't some super-powered kid like the main characters. She was a good person, just confused about what she wanted and what side she should be on.
Some other favorite characters:
the entire Nadesico cast- They're just too damn funny. ^^
Washu(Tenchi)- Again, she's hilarious
Athrun(Gundam Seed)- Not exactly sure why I like him, he's just a cool character.