Jean was far and away my favorite, but I also really liked Ronfar and Leo, and Borgan was one of those villains I loved to hate because fighting him was such a chore.
I like EB's story a little bit more than SS (and I'm talking about both of the Sega CD originals, here; SSS was an improvement over SS but I thought EBC was, despite the prettier graphics, inferior to EB) and the music a LOT more, especially that awesome battle music.