My favorite is ... well if you know anything about me, this one is kind of obvious, lol.
But for the past week I haven't been as interested in 'her' as much as I was before, and I'm afraid that I've found someone else. Now my favorite NPC is Sarah, who isn't a vanilla character, but one added in by a mod that I made myself. I have many plans for her, and working on her will allow me to learn the ropes around NPC modding, but like I've said before I won't be uploading it to the public.
Now for vanilla game characters, Faendal and M'iaq The Liar would be my favorites, Faendal because he's a cool guy, and he can give me early archery training, plus he was the only notable person to attend my character and Sarah's wedding. M'aiq because, well, he's awesome. There's more but I don't feel like listing them all.