Well...Wallace was my first champion, and as it was Emerald, Steven was also there, and I preferred Steven. Blue / Gary is pretty good, but for some reason he's not my favourite - He is my favourite HgSs gym leader though, and he technically has much more interaction with you than any other champion. Cynthia's cool too, with a brilliant team, and lots of interaction with you. Same goes for Alder, and his backstory arguably makes him the best by not just being powerful - he's lost a pokémon before.
However, despite all this, Lance is my favourite. His team's good in FrLg, and even better in HgSs (I actually prefer his first-time 3 Dragonite team to the lv.70+ one). He does have some interaction with you as well - Double Battle automatically puts him on par with Steven.