I've only seen Z, GW, SEED, and now watching Destiny so...
Favorites in no particular order
Andrew Waltfeld - My favorite, but if he doesn't become a major plot character in Destiny, I think they should have left him dead.
Heero - Cold-blooded killer
Athrun - Pimp. Had a mind open enough to realize his father wasn't doing the right thing. Has skills.
Yzak - An ass-hole that turned out alright by the end of SEED, and seeing ep 06 of Destiny just reinforces how cool he is.
Miriallia - Continued to be a part of the Archeangel's crew, even after Tolle died. I thought the dynamic between her and Dearka was interesting.
Cagalli - In SEED anyways, she's great when she's pissed off.
Least Favorite
Cagalli - In Destiny so far she's far to weak. Hopefully she'll come around.
Flay - Flay is to SEED what Jar Jar Binks is to Star Wars. The problem I have with her is she is so damn needy. While she does offer emotional support to Kira (and that plays pivotal to the plot) I don't like characters who can't do anything for themselves and who are xenophobes, and by ep 8 I didn't like Flay. After watching SEED the second, third, and fouth time around she, like Jar Jar, could have died in Episode 2 and I would have cheered. At least we don't have to worry too much about her in Destiny.
You Flay apologists can have fun with that last part.