From the films, Yoda has to be my favourite charachter; that's for all 6, though there are many great Characters from the OT - Han, Leia, Luke, Obi-Wan and of course Vader!
The prequels are much harder to choose, partly as I don't think you get to know the characters as well, the star of the show though is very much Darth Sidious...
For the EU, I love my Exile, although I suppose that's somewhat cheating as that's personal to me given its an RPG charachter. I really like Kreia as a charachter, but thats partly the Nietzchean philosopher in me, I think. Other EU charachter I like... Aayla Secura probably tops the bill. KotOR era charachters I like... Carth, Jolee and Vash.
"Love is the only reality and it is not a mere sentiment. It is the ultimate truth that lies at the heart of creation." - Rabindranath Tagore
"Many a doctrine is like a window pane. We see truth through it but it divides us from truth." - Kahlil Gibran