Kyouko - Since I love her personality and her lifestyle. We have the same attributes too XD I'm so much of a rebel. And also, her personality is what fans should look up to. She is a character that should be respected much like Homura.
And she's honest too, and religious. Her weapon is basically what I use in my training, and during Episode 9, she's special that her ultimate attack has been shown for her to be able to save Sayaka. And no, I don't count Mami's Tiro Finale as an ultimate attack, it's just a signature one.
Homura - her cold-heartedness made me hate her in the first few episodes, but in the last four I started to show sympathy over her and welcomed her to my faves list. She's an amazing character at that, and would do anything to save the person important to her. Her real attitude, I miss that a lot. I cried so much at Episode 10 knowing what Homura and Madoka had gone through. The way Homura handles her weapons is magic-related (manipulating trucks and some other things, so cool~).
Sayaka - I love her because of her idiotic side. Sure, we all know she became a witch due to her feelings of depression over her loss on Hitomi, but aren't we mostly like her? We experience sad things, and we intend to get angry...Sayaka is the representation of a girl's feelings when she's madly in love. And wow, what amazed me on Sayaka is her skill to wield a sword and her extremely incredible power to heal. She's a rare Puella Magi, due to her wish having connection to her powers.
AND HER WITCH FORM IS OSM TOO. XD
Madoka - One thing's for certain, I loved her at Episode 12 only.
No questions asked. And yes, Kriemhild Gretchen. Yes, that. XD
lastly..
Mami - Totally loved her until her death...she was a strong and dependable character (although she denies this) and a role model. But it greatly shocks me that she can be mentally impaired when she learns the truth about the Puella Magi. We learn the truth about her true personality, and of course some of you would avoid a person like that. But for me, Mami is still a cool character and that won't change.