In the end, I choose the Nayuki/Sayuri/Mai combo for great justice.
Perhaps I have a weakness for characters that hide their pain behind a strong outside face.
Despite some of my favorite scenes revolving around her, Ayu didn't make the list. I just liked the other characters that much more, I suppose, and the "brief romance" in the story, despite not portraying their relationship as having romantic potential (especially compared to other girls), left a bad taste in my mouth. I love Ayu, but she didn't make the list.