I favour Hiei the most, mainly cuz of his swordsmanship but also because he's one of the coolest badasses I've ever seen, and he's got one of the best backstories I've seen in a character to boot.
Kuwabara's my other favourite. He's indeed quite funny, but he's also very honorable and cares deeply for his friends and allies. It was also his honour code that inspired me to make one of my own.