I have a horrible time picking, there's really nobody I can't identify with on some level, which I think was the point of the show, honestly...if anything, the only one i don't really care for most of the time is the show's most popular character, Red...maybe because she's overly glorified a lot because of her energy, but i find it annoying. she gets her friends into trouble and she almost never admits when she's screwed up. but, she has her merits too of course.
i'm particularly attached to Gobo's no-nonsense attitude, Doc simply because Gerry Parkes is an incredible actor, and Junior Gorg, because personally I think he has more depth than any other character on the show. And Richard Hunt...what a voice. Junior's songs have made me cry more times than I can count. And I've got love for anybody voiced by Jim...Cantus' "ambiguously exact" nature really does represent Jim's mindset, he's a great reflection of the guy...but I think I prefer Convincing John's chaotic vibe ;-) he's a reflection too, though, in a sense, everyone Jim ever played was similar in some quality to his personality. Ernie, the mischievous one, Kermit, trying to hold everything together, Cantus and his infinite backwards wisdom, Guy Smiley, Rolf the dog...they're all facets of his brilliance and sense of humor ;-)