Well if we're gonna rank them all...
1. Mai - Quiet, strong, deeply caring, badass with a sword, and I love long, straight, black hair.
2. Shiori - So cute. Grew quite attached to her as her story is sort of told amidst most of the other ones.
3. Ayu - Obviously the deepest story in the show. She's just cute and fun.
4. Kaori - I thought she had a good story, very dramatic, though not as deep as the others. She's also the best looking.
5. Makoto , Nayuki, Sayuri - Can't seperate these, really. Makoto has the most emotional attachment, but she's a brat. Nayuki is sweet, I feel bad for her. I like Sayuri but they didn't give her any depth.