I do not have one.
I suffer from two major drawbacks in this area: 1) all of my characters are my favorites, 2) I used to move around a lot, and due to the constant relocation I never really had time to develop a character.
When I finally did settle down in one place, I became an almost permanent GM. There have been a few characters that I enjoyed playing, even just enjoying character creation, but when it comes to blows, my love for the character always stemmed from the quality of my GM.
Now, I have a favorite character for each player I have had.
Bob - Jimmy "The Squid": a grifter in a Noir LARP that I ran for a month or so. He introduced so many plotlines just by trying to keep the other players from killing him that I made him carry around a piece of paper and a pen. "What Jimmy the Squid don't know, he makes up!"
PeterAmthor - Hate: Squad leader for a SLA Industries group I ran. Good ideas, kept the group in line and focused at all times. Great background, always working towards revenge on the Skin Trade for taking his little sister. Had long term goals, got the job done, and would risk it all to make sure that the right thing was done.
SiokoTi - Don McGuiness: rough and tumble Frother KMS from Hate's squad. Completely loony. Never paid attention, like a meth addict with ADHD and a futuristic scythe.
Jason P - Roger "I'm a badass" Halton: throughout the entire time Jason played this character, the character only hit running speed twice.
Those are the big ones off the top of my head. There are plenty more but I cannot remember the names of the characters. A half-dragon (basically, he was a human raised by a dragon) who was not only willing to use a scroll that forced the Elven population of the planet to save vs death, including a party member, but he was also the type to cast directly from his spellbook if the situation even slightly warranted. Blessed dice allowed him to create a similacrum of his father (a blue dragon), which he used as a mount.
I have been routinely blessed with great players, their characters are my real favorites.