It's so difficult to pick a favourite character since all of them are so complex and interestingly written. If I had to choose a most enjoyable character it would have to be Hachi.
Ai Yazawa's exploration of relationships and the effects that it has on a person can be seen in Hachi's characterisation and the fashion she wears as she develops as a character.
Also, she was done so dirty by her friends (I'm looking at you Junko and Kyosuke >:| )