It's been forever since I played any of the Left 4 Dead games - mainly because nobody I know actually plays it on Xbox. It'd be awesome to get back into it, though I prefer the first game over the second. The characters know each other better, and it's pretty much all at night time, which makes for awesome zombie killing fun times. I'd say my favorite character to play as out of the first bunch was Zoey. Dunno why, but I just find it more fun playing as a girl rather than someone that looks like a certified badass.
Favorite out of the second game would be Ellis. He's random, he's always telling stories, and is really like the ice breaker of the characters. Any awkward situation is always softened with a story about his buddy Keith :3