Hmm, favourite characters …
Akaneia: Shiida/Caeda, Marth, Roger
Valentia: Lyon, Valbar, Mae, Celica (Gaiden)
Jugdral: Sigurd, Arvis, Lachesis, Lewyn
Elibe (2nd Gen): Cath, Igrene
Elibe (1st Gen): Hector, Hawkeye, Rebecca, Fiora, Pent, Louise
Magvel: Ephraim, Eirika, Tana
Tellius: Ranulf, Ike, Mia, Soren, Alja/Mist, Stefan, Volker/Volke, Tibarn, Leanne, Skrimir
21/32 are in Heroes, which is fine. Three of them kinda got screwed by their artist though (Mae, Lachesis, Mist). Everytime I think about making a great build for them I see their art and lose all motivation. :'(
Roger will probably never make it in, but the others all have a chance.
Also, I didn't play Thracia. And I could never get into any of the characters from Fates and Awakening.