Here are the ones I like, in no particular order:
Wembley, because he's the most energetic and goofy.
Boober, especially when he lets Sidebottom out.
Travelling Matt, because he's hilariously conceited and clumsy.
Feeny, because he sounds like the Trash Heap.
Gillis, because he is the Rock's own Don Music.
Good ol' Richard.
Beige Cave Fraggle, because he has a good side which, unfortunately, he isn't allowed to show.