1. Sahz - The most 'real' person I can remember in a Final Fantasy game. This guy is just awesome on every level.
2. Snow - I really, really didn't like him at first. But retrospectively I look back at him fonder than I do the others. He has great comedy moments, a lot of belief when no others do, and a fair bit of bravado. He reminds me of Barrett in some ways. Just not as badass and a little dumber. Obviously.
3. Vanille - I think she gets some pretty bad press from members around these forums for being the girly-girl amongst the group, but I think she had a lot of spunk to her (please take that in the dictionary.com sense, not the urbandictionary.com sense, you perverts). I think the relationship between her and Sahz is really endearing.
4. Lightning - Cloud, Part II: Female. But really, she did grow pretty well in the game and I liked her as a protagonist. She bounced off the various characters well enough and I had no problems with her, really. Just a typical moody leader.

Gap for emphasis before getting to the last two. The above characters I really, really liked. The below, eh...

5. Fang - I am fairly neutral on Fang. She could have been an NPC for me and I'd have paid about as much attention to her. I just found her kind of secondary to all the other characters. Not sure why, as I know she has an important part to play in things, but yeah.
6. Hope - Goes from annoying because he's so whiny through to annoying because he's all "lookit me, I'm going to be president some day I am, so here's an eloquent motivational speech for you all". I mean c'mon. I liked him otherwise, but those downsides were rather notable. I know I didn't have any massive problem with him when playing the game, but when I think back to playing the game I always remember negative things to do with him instead of positive ones, so there you go. I know all of his whining was generally justified and all, but just because someone can be justified for being depressed doesn't make them a fun person to hang around. I will say I liked him far, far more than any other 'young hero' in recent movies or video games.