Maybe it's Cliche, but I do like Cloud

1. Cloud - He's got a pretty good story TBH, a destiny with the main bad guy, which is actually somewhat rare in the series, and lots of little connections to other characters. Probably the most iconic weapon in all the series. I mean I like the guy. He's cool.
2. REDXIII - For a guy I thought would be a side character, what a cool story he had. At first you thought he might be evil, but what a moment he had in his homeland. Good Stuff all around, and I'm not sure there's ever been a better non-human character.
3. Awwwwwwwwww heck, Aerith - She's kinda whimpy but the ending FMV where she,,,,,,,,,,,, well I won't spoil it. Just stellar, and legendary.