I like Twilight Sparkle because she reminds me of myself in ways. I get obsessed with something until I become pretty much an expert in it. For her it was Magic and Friendship. I also loved her at the end of season three,*spoiler* figuring out the spell and becoming an alicorn, I honestly thought for about five seconds that she was dead, her life memories flashing in front of her eyes, but then Celestia showed up and I realized she wasn't dead, but it did make me think, what if she was close to death and her becoming an alicorn was the only way to save her! *end of spoiler*.
That and she is just an awesome pony!