Favorites:
Midna
Groose
Ganondorf
Ghirahim
Zant
Zelda (Skyward Sword)
Nabooru
Ruto
Tetra
Urbosa
Least Favorites (This one took some thinking, as there are virtually no Zelda characters who I actively dislike):
Carpenters (OoT)
Mido
Kaepora Gaebora (N64 version only due to the slow text speed...