Currently, I have three favorites (I honestly, cannot choose one).
Kaladin is the first because I truly connect to his character. I love his ideas of honor, his resolution, the instinct to protect. Most of all, I love the loyalty he shows to Dalinar and Bridge Four. His character focus in The Way of Kings, going from a broken man to a reforged leader, made me push through the book in three days!
Wit is my second because I cannot get enough of his cryptic, hilarious jabs and breath-taking stories! (When he visited Kaladin in the prison, I had chillllss.) He gives off a quirky persona but I know his character has a lot of potential for becoming one of the most powerful characters in the story (I'm hoping). If you've read Dragonlance, I cannot help picturing Fizban!
Finally, Dalinar was (and is) my all-time-no-competition favorite because of his honor and loyalty to the codes. I especially loved him in Way of Kings. He gave strong Uncle Iroh vibes (mixed with a canky, no nonense attitude similair to Cobb from Skyward). I didn't really see too much of him in Words of Radiance, except in the beginning some which disappointed me but I hope to see more of him in Oathbringer!!