Oh man, usually it's just whoever I'm playing at the moment. But I've had a lot of favorite characters over the years.
Current favorite is Connie Soarsong, a Chaotic Good tiefling-dryad bard/rogue. He's 4'6", has an Irish accent, a stutter. He's super naive and excitable, and he always wants to explore and see new places and people. He has powers that let him charm and trick his enemies. In combat he uses mostly Illusion and Enchantment spells, and he's got some rogue combat skills too.
My previous character was Ghar, Lawful Good human warlock/druid. I've had so many versions of him it's actually insane. The original was pure warlock and super edgy. Think every emo teenager's first OC.
Gradually over time he got a lot softer and a lot more druid. By the end of the campaign I played him in he was multi-classed warlock/druid, but I've since made a newer version that's just straight Druid.
He was my first ever D&D character, so of course I'm attached to him, but he's become a bit of a meme among my group due to how much I've changed him.
He's usually fairly quiet, but he's got a pretty short temper. He's straight-forward and always quick to get to the point. His first priorities are almost always whatever task is at hand, and he doesn't like to waste time. Despite this, he grows attached to people quite strongly and will always give his all to protect them.
In combat he uses elemental powers and can transform into elemental creatures.
Besides them, I've had a number of one-shot characters I've enjoyed playing:
Skald, the Half-Orc barbarian. He carries a gigantic hammer and has the nickname "The Smasher." He has little in the way of aspiration other than making money by selling faulty weapons.
Boulder the Bolder, a Dwarf fighter. A hard-edged, foul-mouthed military commander. He's highly impatient, is always looking for a fight, and carries tremendous respect for fellow soldiers.
Aoife Heverly, a half-elf wizard. She's a 14-year old spoiled rich brat from an aristocratic family, and a magical prodigy. She graduated top of her class from over a dozen different mage colleges before she was 7. She likes to boast her wealth of knowledge in front of others, but she has a strong emotional attachment to her spellbook and cries incessantly if it's ever lost.