Ate has pretty much been my favourite since the moment I made her, because she lets me do silly funny things and ridiculously violent and horrible things.
Briseis and Nephthys are my other favourites, but I don't play them nearly as much as I should. But Bri is almost always in my head when I'm reading horrible news articles and getting mighty pissed off at the state of the world. She really should post more.
And Nephy... well, she's desperately in love with the husband who lies and cheats ALL THE TIME and makes her feel slightly evil.