Ohh you are? My bad, I thought you were further than that haha.
Well Shinigami are just you're Soul Reapers like Rukia and the others from Soul Society.
And Espada are peeps that you'll meet in like ep 118 or something but I won't say anything about them because I wouldn't want to ruin anything for you.
I've only seen up to like 165 in the anime.
I don't have one definete fave but my faves are:
Espada: Grimmjow and Yammy
Shinigami: Ikkaku, Renji, Mayuri and Kenpachi. And Ichigo is alright I guess haha
What about you?