Suigintou is my favourite from the anime, but Kirakishou is my favourite from the manga, which I've kinda-sorta-mostly read, aha. Suigintou has the most interesting backstory and character development, but Kirakishou is just plain crazy. She's suffering in incorporeal doll form, haha.
I just had my rewatch earlier this year...I wish they'd give us a fourth series and adapt the second half of the manga. Preferably not with another 9-10 year gap >.>