Well, it is a difficult question. For me, all the characters are very well built, so even if I don´t like their personality, their are great. For example, Shan Elariel is unpleasant, snob and malicious, but she has an important role so as to the storyline develops well.
For this reason, I think my least favorite characters are secondary or terciary characters who didn´t apport so much to the history. Maybe it could be Ulef, Cannon or Kar, the inquisitor. They are not relevant by themselves, just because of how they represent (greed, survivance...)
I´m not sure if that is the answer you hoped, but is all I can say. I really admire the writing skill of Sanderson! It is very difficult to explain a new fantasy world and I understand that some parts are necessary for that purpose. I mean, when we read irrelevant battles or "adventures" which are just an example of how characters life. I remembered that one Kelsier´s entrance to a noble house was a little bit heavy for me, but Sanderson used it to show how the alomancy works.
What is yours? What do you think about that?