Very, very, very favorite? It’d have to be Wrex. His character development and intent are really just lovely and I appreciate how he’s not just the 2-dimensional “warrior-race-representative” that he could’ve been. He’s funny and just was my best friend through the whole of the series. I love Wrex eternal.
I do have some really, really close seconds - Samara, Anderson, Kirrahe, Mordin, Eve - but Wrex holds a special place in my heart.