Rikku is my favourite, since she's pretty cool, slightly quirky (especially in X-2), and quite attractive. Auron is totally badass, Balthier is really cool, Barret is basically Mr T with a gun for an arm so he's epic win by default, and Lulu is pretty hot too (hey, I like the whole 'dark goth' thing she's got going), as well as being cool - she can set you on fire if you disagree, before anyone comments.
And I actually like the characters from FF XIII too, even though we haven't seen them in anything save promotional art and trailers and stuff. Snow seems quite cool and he can summon Shiva to turn into a motorbike, the afro guy Sazh seems awesome and has a chocobo living in his afro (chocobo and afro automatically mean he wins epically at life itself). Vanille and Lightning both look hot, and considering that Lightning is a female version of Cloud, effectively (at least that's what she was designed as), she straight away becomes cool anyway.
Yeah, I think it's easy to tell I like Final Fantasy a lot.
EDIT: Oh, and Reno as well, and Rude. They're like the comedy double act in a way, but they do it so well and they are both quite cool.
I've been using the word 'cool' a hell of a lot lately, haven't I?
