My three favorites are Minsc, Edwin and Viconia.
Minsc, everybody loves him. He is, to me, the iconic Baldur's Gate character. He is insane, but in a good way.
Edwin. Not only is he a very powerful spell caster, but his personality makes him funny whenever he interacts with other characters. There are so many great dialogues involving Edwin.
Viconia is a very tragic character. I guess I mostly like her because of her backstory.