To be honest I'm going to have to say "Vaan" I didn't much care for XIII either, but honestly I didn't care for Vaan much at all, he seemed poorly conceived, and despite being your controllable protaganist didn't seem to ever really come to the forefront as a hero. What's more in a game known for it's outlandish costumes, his has got to be the worst. The guy dresses like he's the star of a low budget gay-porn version of Aladdin.
I guess I could say Final Fantasy XIII is my least favorite game, but XII had my least favorite controllable protaganist (I won't get into a debate as to whether he's the hero or not). Vaan is basically Tidus without the character development, and who somehow manages to have an even worse wardrobe.
To be fair Squall isn't one of my favorites, but I think people don't give him enough credit. He didn't develop much as a character, but rather the game worked things in reverse where as time went on you kind of began to understand why he was that way. Half of the thing was that he acted like an emo jerk, who didn't care about anything, but at the same time he always wound up doing the right thing without much prompting, and pulled off some amazingly heroic crap at times.
That said, Cloud still takes my favorite Final Fantasy protaganist, though I feel some of the prequel stuff kind of ruined him. While a stereotype now, he was a bit more original when his game came out, AND I must say some of his moments... like the way he threw Sepiroth into the Jenova reactor, were pure awesome at the time. I also thought it was an interestingly told tale, where you find out he was lying about having been part of Soldier, but then he predictably gets it together after his emo-trip, and it becomes even more awesome when you realize that he's been throwing down with all of this stuff and these super villains all on his own without ever having been what he claimed to be originally. He's pretty much taking Sepiroth and company on natural talent. Corny, but kind of awesome at the same time, and it also explains why he is more or less surprising people and coming out of a virual nowhere in some of these scenes. Or at least I thought it was cool, especially at the time.