Well, I have not had a chance to play BBS yet, so I cannot include characters from that game.
For now I would have to say Sora and Riku. Sora is the main character and is totally awesome. I really like Riku because almost his whole storyline is a mystery to us, and I hope this is revealed in Kingdom Hearts 3DS.
Roxas is a close second though, because he sometimes got annoying in 358/2 Days.