My favorites are Twilight Sparkle, Rarity, and Fluttershy, in that order. Twilight is like me, studious, organized, etc, I can relate to her. Rarity is also relatable for me, although I am not that dramatic. Fluttershy is just nice to watch, not like P. D. Pie who can make my ears hurt from time to time.
For me, Applejack is kind of in the middle... Why? I honestly don't know
But rainbow dash and pinkie pie are my least favorite and has always been that way. Rainbow Dash is way too competitive for me, and brags too much sometimes.
Pinkie pie: