Soren. He's eccentric. Makes those recordings of his endermen observations. Listen to them carefully and try not to laugh. He wants people to respect him and not his building skills, is a great thinker who is a little off (most great thinkers tend to be), and....well.... "once you meet an enderman, you will never get a greater frienderman!".
I could go on, but his uniqueness and reasonable character traits given the amount of time he's been alone just seem to add up well enough to snag my favorite spot.
I also like Petra being generally awesome minus the over-rebellious side that comes in later episodes (which is still tolerable) and Lucas who seems to be a nice guy. Yes, he hangs with the wrong crowd and yes he has some issues such as wanting to be the leader but he's still a kind and reliable friend.
Least favorite: Axel. Although thankfully he does kind of redeem himself in episode 4 and even says "I'm tired of always being the selfish one".