Favorite game: Xenoblade Chronicles! One of the most enjoyable gaming experience I've ever had overall.
Favorite story: Xenogears. Probably my favorite story in gaming, actually. Not a lot of games can boast a story that spans 10,000 years and is still immensely satisfying.
Favorite cast: Xenoblade Chronicles.
Favorite battle system: Again, Xenoblade Chronicles. As much as I liked the combos with turn based of Gears, this one has the best synergy with the world.
Favorite mechs (Gears, AGWS, ES, Dolls, Blades?): For now Gears, if only due to their incredible story relevance. Though I'm really itching to try out the Skells in X!
Favorite guy: Dunban! He is just so cool without being hypermasculine about it. Sure, he's got a bitchin' beard, but overall he just feels pretty peaceful and laid back. Maybe it's the voice. Also, his battle cries make up haikus. And that's great.
Favorite gal: Fiora! Though I feel that the childhood friend trope is super overdone to the point of being disgustingly indulgent in recent game and anime history, Fiora does it just right, and the twist with her in the latter part of the game makes for a pretty good cornerstone for the game's anti-revenge message.
Favorite mascot: Riki. Riki sneaky!
Favorite Gear/ES/etc: Few mechs in the series are as iconic as the Weltall.
Favorite secret evil organization: Ormus is fairly interesting, but I always kinda liked the Gazel Ministry with how they resemble SEELE from Eva. Their end is also deliciously ironic.
Favorite villain: Miang. Though, as WK said, there are a lot of villains to love in this entire series.
Favorite world: Xenoblade Chronicles. The backstory is really unique and it's incredibly fun to explore.
Favorite malevolent collective entity (Wels, Gnosis, Telethia, etc.): Wels, though the Gnosis and Telethia are very close. It's one of the most fascinating aspects of Takahashi's work.
Favorite Miang: Like Wolf said, the newest one is the most interesting, but special mention goes to Zeboim!Miang not only because of what WK mentioned, but because she manifests in twin sisters.
Favorite Uzuki (Citan, Shion, Jin, Dunban cause we all know he's an expy): From the looks of it, Lao from X seems to be another expy, though that's only going by what I know from promotional materials. Dunban wins this for me, though. I liked Citan and Jin just fine, even if they did seem to be a tad too all-knowing for their own good. Shion is a very interesting character in that she actually regresses as a character throughout the series and becomes less and less likable - and that was the intention, from what I gather.
Favorite Demiruge (Deus, Wilhelm, Zanza, etc...): Deus did it first and Deus did it best, imo. It helps that it's pretty much Lavos with a more clearly defined purpose, in that you never really talk to it directly - it only uses proxies to keep humanity in line.
Favorite Robo Girl (Esmeralda, KOS-MOS, M.O.M.O., Seven, etc...): Esmeralda was pretty cool, and I like the concept behind her, that she is the child Fei and Elly could never have.
Favorite Doomed General (Ramsus, Margulis, Egil): Ramsus. No contest. I love how his psyche deteriorates over time, even though he's presented as a formidable general who you expect to turn out to be a Sephiroth-type main villain. But then he just keeps losing and losing to Fei and you can't help but feel sympathy for him as he starts to completely loses his mind in his obsession to defeat Fei.
Favorite "Little Master": Not sure if I get this category, but I guess Bart? He had his Alfred and Sig who were so exasperated with all his shenanigans. Bart is easily the most fun character in Xenogears.
Favorite "Big Guy" (Rico, Ziggy, and Reyn): It's Reyn time! Reyn might not be the smartest tool in the shed, but he's the least insufferable representative of this particular type of big guy. His accent is very endearing.