I really like Relm, because of her character and design. In terms of gameplay, I really like her because of her incredible natural magic stat; she can easily hit weaknesses for max damage, even with level two spells. With Esper boosts, she's a magical destructive force.

Other favorites include Gogo (versatility), Setzer (dice shenanigans), and Gau (max defense at level 14, among other crazy things. Seriously, Gau is pretty overpowered).