I'll admit, I've very new to the series, so I haven't been exposed to more than half of this list.
Out of the ones I CAN state (not counting Marth and Roy because I only know them due to SSB), which is Ike, Miciciah, Chrom and Lucina... Chrom is my favorite so far. His characterization is excellent, even if some of his supports are a bit, awkward. He's a very down-to-earth sort-of guy, and he's extremely easy to relate to, which is even better considering how difficult it is to approach and warm up to most royal/noble characters. Actually, Awakening did a fantastic job with their nobles. Virion, Maribelle, Chrom and Lissa are all very well done in terms of backstory and supports.
Which leads me to the other end of the spectrum... Micaiah. I don't see how someone who supposedly is a saint and does such great things can be so damn selfish and unthoughtful. Just... no. I can't relate to her actions and she isn't memorable in the slightest: how many of you actually remembered that she was a Lord? I personally cannot stand her, and her overbearing presence is one of the reasons that I prefer Awakening to Radiant Dawn, despite the stellar storyline the latter has.