I have the same issue most other authors seem to have with picking favorites: it's difficult, maybe even impossible. And I'm less interested in telling you about my favorites from my own books than hearing about which characters are readers' favorites, and why. (Feel free to do so in the comments below, if you wish.)
So I thought I'd talk instead about what makes a character--whether in my own book or in any book I read--a favorite. Off the top of my head, and in no particular order, here are some characteristics I came up with:
Character is entertaining. Often this means funny--humor is a big plus--but it can mean unpredictable, even shocking. When we don't know what this character will do or say next, it keeps us on our toes. We need not even like the character's actions to be fascinated by them, to look forward to this character's next appearance.
Character may be self-sacrificing or generous in some way. Sydney Carton is perhaps the shining example here, but a character need not go that far to win our admiration. Think of Han Solo in Star Wars, flying in when he'd seemed to abandon the mission. Think of all the characters who help one another in The Hunger Games trilogy. Donald Maass writes often of the power of the redemptive arc. The character shouldn't be a self-regarding martyr--"look how much I do for you"--and shouldn't be a pushover whose shoulders we want to shake while screaming, "Get a backbone!" but honestly helps out other characters from principle.
Character's special spark is evident. We all have some unique talent or skill or aptitude. It's fun to admire excellence in other people, which I think is part of the reason we watch sports, and Broadway shows, and magicians' acts, and videos of people doing the extraordinary. We like to be dazzled. A favorite character may be the best singer or thief or mind-reader or warrior, but the character may also simply be the wisest, or the funniest, or the most imaginative. Whatever it is, the author lets that specialness shine, and we are drawn to it.