For me I look to OT and EU for my favorites. I really enjoy the kind of characters who can excel in an exciting universe. Usually enjoy a little more the roguish type as well.
For EU, I started reading the books at an early age and my first was the Heir to the Empire series. So Thrawn has always had a very happy place in my heart. I also really enjoy the way they developed Wedge's character.
As for OT there is Boba Fett (really well developed in EU so probably more of an EU character) and Han/Chewie.
Prequels just lacked that sense of levity brought by Han/Chewie and I never really fell in love with any of the characters. Mace was enjoyable and Yoda was incredible, but again no real favorites.