First game: Sakura was my favorite, but I also liked Aoi, Kyoko, and Chihiro.
Second game: Hajime and Hiyoko were my favorites, but I also liked Chiaki, Fuyohiko, Ghundam, and Mahiru.
Third Game: Oh man, I loved everyone in this game (except Korekiyo) but if I had to pick some favs, I'd go with Maki and Kokichi. Kaito, Miu, Gonta, and Tenko are all really good too.
Ships: Aoi/Sakura, Hajime/Chiaki, Maki/Kaito, Taka/Mondo, Kyoko/Makoto, and Ghundam/Sonia