As boring as this is going to sound, my favourite characters in entertainment are the ones that seem truly original. For the most part, that means that main characters are rarely my favourite in anything, whether it be film, TV or books - most of them fall into similar archetypical patterns which mean they often can't be truly original in their personality and mannerisms. Because of this, I often tend to prefer supporting characters. Often, they're allowed to be more sarcastic/witty, and just generally have more of a personality, given that they're not massively concerned with propelling narrative, like main ones.
There will of course be hundreds of exceptions to this main 'rule' that I have above, but it's proved surprisingly resonant over a number of years, for me personally.