My favorite Gym Leader is a tie between Elesa and Skyla. Both designs, strength and role in the games of the two characters are pretty interesting and I've noticed instead of just staying inside their gyms waiting for us to challenge them, they actually come out and take part in the plot. It's either figuring out a problem out of their own (or even being somewhat in the plot with Team Plasma, but in this case that was Clay), and I find that better than having them stay in their gym while you explore the town or city and level up to a decent level to challenge them at. This goes for most of the gyms in Unova and not only those two, however.
Elesa not only comes out of her gym to help Bianca's dad realize it is normal for a trainer to want to figure out what they can be in the future, but she also ends up meeting Alder, the Elite Champion and contacts Clay to open out the bridge to head on towards the next city. Little roles such as this for them aren't that big a deal, but it's still nice rather than to have being zipped through the game.
Overall, those two would be my favorites. Cilan is also pretty cool out of the trio from the first gym but I believe Elesa and Skyla give more of a challenge and plot throughout the city and town I've gone through, which is only to be expected since Cilan (or the other two, depending on the starter you choose) are only the first members of all eight gyms you challenge.