This was INCREDIBLY hard for me, as I like Terra's character arc more, but I felt like Celes had more personality. Unlike Terra who's still trying to find herself, Celes knows exactly who she is and takes pride in her military career, even if she's grown to hate the nation she served.
I think the scene that really won me over was when she swindled Setzer with Edgar's coin. It gave me the impression that:
A: She's great at reading people by appealing to Setzer's love of gambling (and cheating).
B: She's interested enough in the lives of her comrades that she even knew about Edgar's coin, even if the player doesn't.
Terra always felt like her character existed in a vacuum to me, besides Locke and a couple interactions with Edgar and Celes, she didn't have a lot of interplay with the rest of the cast. In the end though, they're both great, and I love both of them.