I don't know if anyone else does this, but when I play a game, I usually look at the characters (either in the manual, on the case, or online) and there is usually one that stands out to me that I just can't wait to meet in the game.

Sometimes these characters have been a bit disappointing though. But usually it actually does work out that they end up being my favourite!

The only ones I can think of off hand that disappointed me were Aeris (FFVII) and Shion (Xenosaga)

How about you?