I've only read up to about the middle of the RS arc, but here are my favorites so far:
Gold. This guy makes me LOL a lot. I just find him so endearingly doofy and clueless a lot of the time, and he has some hilariously bad screwups. However, he can be really awesome as well. He's very entertaining overall, and I can somewhat relate to him, since I've done a TON really dumb things.
Red. I like how he evolved a lot as a trainer. At first, he was very similar to Ash from the anime, but he eventually stopped being so obnoxiously immature (unlike Ash), and by the end, he seemed to have learned from all his experiences, and ended up being a really strong trainer. However, I don't like how he's showing up less and less with each arc. He always seems to just pop up at the last possible moment now other than a couple chapters of vague backstory explaining where he's been.
Blue (Green?). Very sneaky, yet cute and funny at the same time. However, she also seems very caring towards many of the other dexholders (like Yellow and Silver). Also, she always seems to come up with some battle strategy that I would NEVER have thought of. Interesting backstory as well.
Silver. You know, at first, I thought I was gonna HATE him. He started out as a complete jerk, and always seemed to hate everything. However, after a while, he started warming up to everyone else (like Gold), and it turns out that he wasn't really a bad guy after all. After his kidnapping was revealed, I figured that he was just trying to escape his past. Very interesting character.
I'm still kinda on the fence about Green (Blue?). I liked him at first. He started out as an arrogant ass, but eventually he matured over time, and deep down, I could tell that he was a pretty nice guy. I liked him throughout the RGB and Yellow arcs. However, in the GSC arc, he was probably the most boring character out of everyone (and not to mention he was pretty much mute almost the entire time).
Actually, I like all the characters. Maybe Yellow and Crys (spelling?) a little less because Yellow just seems a little too perfect, and Crys is kinda boring and goody goody. However, I don't hate either of them, and I can see why others like them. I haven't really read enough of the RS arc to judge Ruby and Sapphire yet.
Edit: Now that I'm a little more into the RS arc, I'm liking Ruby a lot. He's hilarious.