Yuffie is by far my favorite.

She is fast.. hits hard has neat limits(at least that I've seen). Her magic also isn't subpar. Making her a very good character... almost like cloud except faster and less vitality/defense. And finally the Coup de ta.... her weapons are long ranged meaning she can hide in the back row all the time... without using the long range materia... meaning I can use it on cloud or another(usually cloud... I like to have vincent/barret and yuffie in my party).

Also he personality is cool I think :P