I love all of them but, Grover all the way. He's just so versatile. He's silly, sweet, thoughtful, careless, funny. Seriously, he has some of the funniest lines in the history of the show, which can partly be attributed to Frank Oz's amazing ad-lib skills. It's admirable that he always tries to do his best, even if it wares him out in the end. I love, love, love Grover!
I am a bit sad that Bert isn't getting much love, though.