I loved the voices of O'aka and Auron. Yuna's voice actor tried to hard to sound... innocent, I think. Whispered a lot and... all that. I also thought Lulu's voice was sexy. Although Wakka wasn't one of my favorites, the whole "Ya?" thing made me giggle.
Least favorites... Rikki, definitely. She started annoying me halfway through her time with us. Then, in X-2 it was almost too much to handle. Tidus was also a least favorite, but really only when he was trying really hard to sound upset or pissed off. I usually mute the TV and turn on the caption at those parts.