Favorite game: Xenogears, I mean I just did my top ten, you knew this was coming.
Favorite story: Xenogears, still one of my favorite plots in gaming.
Favorite cast: Xenogears, great story means the cast is up to par of course.
Favorite battle system: Xenosaga Episode 1, basically felt like a good improvement of Gears misguided system. Also the Event Slot mechanic is awesome.
Favorite mechs (Gears, AGWS, ES, Dolls, Blades?): Gears, the Agws and E.S. units were poorly implemented in Saga. I haven't played XCX to know how they were.
Favorite guy: Bart Fatima, I feel like he's the first real worthwhile character who sells the grand drama that Xenogears has and he's got the best closure.
Favorite gal: Of the playable casts, Melia from Xenoblade because her introduction is a great turning point in Xenoblade and the point where I felt the plot really starts to take off. Non-Playable, Miang cause she's so cleverly placed in the plot, feeling like a arm candy lackey at first before turning out to be one of the grandmasters of the plot.
Favorite mascot: Either Weltall or Riki. Welltall just has an interesting and underrated design and is easily one of the most recognizable elements from Gears promotional stuff. Chu-Chu is also pretty heavily reviled and I feel Saga made the Zohar it's mascot more-so. KOS-MOS irritates me cause she's just kind of there in the plot to do cool trout but her rushed story arc left for the final game made her feel underwhelming to me and bit too fetishistic. While the Riki hits that nice sweet spot of actually being adorable and funny, while surprisingly likable unlike Chu-Chu. Helps it turns out his goofy persona is a front giving him more layers than Chu-Chu and KOS-MOS.
Favorite Gear/ES/etc: Weltall Id is easily my favorite, but of playable units, I love Brigandier and Heimdal. E.S. Asher is my favorite of the E.S. units and I'm actually fond of most of the AGWS designs to be honest.
Favorite secret evil organization: Solaris, not even a real contest actually.
Favorite villain: Ugh... All of them? I guess if I had to choose just one Grahf is still one of my favorites, just because he's like a hammy cartoony version of Darth Vader and then you learn his backstory and he becomes one of the most sympathetic characters in the series. Second choice would be either Miang for reasons stated above or Albedo cause he is pretty much the real star of Xenosaga though daddy Yuriev gives him a good run for his money.
Favorite world: Xenogears, I mean it has 10,000 years of history. My second choice is Xenoblade because the Bionis is such a clever concept.
Favorite malevolent collective entity (Wels, Gnosis, Telethia, etc.): The Gnosis, while the explanation for them kind of gets lost in the third act and the poorly done supplement materials, they are such an interesting mystery and aspect for Xenosaga. The Telethia were also pretty cool and are my second choice. I'm still wondering if that whole plot angle concerning them and Melia's race was a reused idea from an aborted plot point in Gears concerning the mutants of Kislev.
Favorite Miang: Her 998th incarnation, which is the one you see the most in Gears. Though mad props for her Zeboim Era incarnation considering she wipes out most of the planet by scheming a nuclear holocaust.

I'll add a few...

Favorite Uzuki (Citan, Shion, Jin, Dunban cause we all know he's an expy):
Favorite Demiruge (Deus, Wilhelm, Zanza, etc...):
Favorite Robo Girl (Esmeralda, KOS-MOS, M.O.M.O., Seven, etc...)
Favorite Doomed General (Ramsus, Margulis, Egil):
Favorite "Little Master":
Favorite "Big Guy" (Rico, Ziggy, and Reyn):