May hands down. I just loved seeing growing from a girl who didn't even like Pokemon that much and only used becoming a trainer as an excuse to travel to being a great Pokemon coordinator. She's the most likable main female character for me so far and I honestly preferred the majority of her Contests over Dawn's. She just felt like an overall fun character. While only two of May's Pokemon evolved while she was in the main cast, which is the same for Dawn's team, I thought that there was a bit more variety into most of their move sets compared to Dawn's team.
Dawn started out fine for me, but then I thought she became much less interesting shortly after winning the Wallace Cup. I'll need to rewatch Battle Dimensions one of these days to find out where exactly I started to find Dawn becoming boring since she was still basically fine when I rewatched the first Diamond and Pearl, but I didn't find her Contest arc or her personality nearly as fun to watch as with May's arc and personality. The lack of interesting rivals might have played a role in that. There were still parts of her Contest arc that were fun, but I wasn't rooting for her like i was with May. I found myself rooting for Jessie more, despite the fact that she wouldn't get ahead of Dawn at the end. But I also don't think her development was handled as realistically as I thought May's was, especially with being so calm about losing in the finals of the Grand Festival and there weren't any signs of her feeling immense disappointment for an understandable amount of time. The overuse of Piplup might have been a factor in my dislike for Dawn as well.
Misty is okay. I could pretty much take or leave her. I think that she, as well as her Pokemon team, could have been handled much better than it actually was in the original series. She was a pretty likable character, but the low amount of episodes featuring her attempting to reach her goal or improve her skills as a Water Pokemon trainer doesn't make her as interesting as May or even Dawn.
As for Iris, I haven't seen any of Best Wishes since I'm waiting for the dub to air sometime next year, but I've heard some really good things about her. So, I'm hoping that I'll be able to like her too.