My favourite character is probably Adolin. However, Dalinar and Jasnah are also up there.
For least favourite, I would probably say Lift, Venli, and perhaps controversially, Szeth.
Lift I think becomes a bit better as the series goes on, but the writing in her chapters feel quite jarring. Venli is, eh. I'm not nearly as invested in the Singers as I am in the other characters, and she's the main Singer we follow.
I don't really hate Szeth or anything, but I liked him much more prior to WaT. He was very cool as the assassin in white, but I feel like the more we got to know him, the less I liked him. However, it might be because I didn't really like the Shinnovar parts of WaT, and he gets the blame for all of it.