From the ones I have played thoroughly?

4 - Really didn't have a favorite in this game. Perhaps this is because I haven't seen it played all the way through since I was maybe 6. And I've never played it all the way through myself. Just watched my dad.
6 - Shadow. Me love him EXTREMELY long time. And he had a gigantic killer dog.
7 - Red XII. He's a gigantic killer kitty. Enough said.
9 - Freya. She's a gigantic killer rat. Enough said.

Okay, so I like gigantic killer animals. What?