Favorite: Rainbow Dash and/or Pinkie Pie (with honorable mention of Twilight). Rainbow Dash is obviously amazing, awesome and cute. A killer combination. I love Pinkie because she just makes me smile and I feel happy whenever she's on screen. Twilight is just epic.
Least Favorite: Fluttershy. I like her a lot, but compared to the rest of the mane six, she just doesn't interest me.