My favorite characters are Kimahri and LuluKimahri because he's a mix between Dragoon and Blue Mage, my 2 favorite FF jobs, and I just generally love his design. And Lulu because of her design and her personality, I feel like she's the character I can relate to most.
But the best for damage output is probably Wakka.
Wakka, Yuna and Auron seem to be the best 3 characters in endgame for me.