Misty all the way. My first fictional crush as a kid, the probable beginning of my attraction to redheads xD She's tough and cute and athletic. I just like everything about her.
Having said all this, Misty is the only one I've followed from start to finish. Partly from growing up, partly from hating the voice-cast change, partly from growing tired of the endless quest for the same damn goal.
I'll comment on the other girls though.
May: Love her design, and from what I've seen of her in the show, she seems like a bit of a badass at times. Probably my second favourite.
Dawn: My least favourite. I don't like her design at all, her voice grates on me, ugh, I just don't like her.
Iris: My least favourite after Dawn. I like her in the games, and I like her design enough, she just irritates me in the show.