Altair,hands down and what the others have said helped me also find what I find most compelling about Altair.Before I go on I'd like to say that I'm genuinely surprised how many votes Altair has,I honestly though everyone liked Ezio better because "he has a character".
Altair starts as an assassin and makes his biggest screw up from arrogance,so our quest was also a journey for the character too,so he could fix his own mess with his own effort.With each target he killed he learned more,he started asking questions,he was touching philosophical themes head on.He,and we as the players were uncovering a conspiracy step by step.The Templars also sought peace,just like the Assassin order,and most of them sound convincing enough to make our arrogant prick start doubting himself and his beliefs and evolve into a better personality.Alright,he has no real characterization and he's monotone,but isn't Agent 47 the same,yet many love him?That leaves some room incorporate ourselves into the character,I guess that worked for me.Also I LOVE his character design,it adds a simple,but unique look without completely decimating our suspension of disbelief.Also he was the closest thing to an actual assassin(hashashin more correctly) who could approach the targets methodically and stealthily,just so he can make a public execution.As he mentions "A good assassin makes sure his kill gets noticed."<- that's what real hashashins did,they killed notable people and were paid to do so.
So in the end I overlook his lack of character and monotone voice,because of his role,conversations and design,which I enjoy thoroughly.Besides his character keeps developing throughout the series,if anyone made the effort to actually READ the codex pages in AC2,they'd notice that Altair had become a wise philosopher,which I find fitting for him as an assassin who brings death in the name of peace.However he felt different in what I watched in Revelations,probably he softened up through his later years,which I guess is an understandable development,but it wasn't exactly the Altair I remember in AC1.
And now Ezio,our lovable rouge,who was seeking revenge,then gets tired of it,then more tragedies strike,he starts getting angsty again,but then he finds forgiveness again,then he does things,while searching for the Mcguffin,in Instanbul connected to the Sultan's throne...Uhh,yeah this pretty much shows my problem with Ezio,even though I've only played AC2,which was enough to show me why I don't like him as much.(Brohood and Revs I've only watched let's plays of)
Starts as a happy young noble,who has wild nights and fights,then his family gets killed,and our hero goes in a quest for revenge,becomes an assassin,learns that the conspiracy is more important and starts falling in line,just to become Mary Sue for 20 hours and FINALLY have some kind of closure AT THE VERY END of the damn game.That's a smooth transition from the lack of character development since he left Florence.So his "character" and personal story is all over the place and the support characters are distractions from our main plot.That's what started the trend in AssCreed games to become these bloated toy boxes filled with distractions and Ezio suffered greatly because of it.Also his character design,while unique and stylish is too cluttered,kind of like the game itself.I mean the guy is wearing an entire laundry basket and still climbs and sprints hundreds of meters.
But in the end Ezio was an OK character,but I'm just more attached to Altair,probably because I'm kind of like him the most of the time cold,monotone,yet philosophical.
And Connor,I've never watched him,because I haven't paid any attention to AC3,but by what many have written,I doubt he can be better than Altair for me.Though I'm intrigued in Haytham and Avelyne (their models belong in the multiplayer I believe).
And while on the subject of AssCreed,why are they carrying big long weapons that stick out on the side,making it blatantly obvious that they're armed to the teeth?Wouldn't the dagger,which is much easier to hide and conveniently plays just like a sword.And a hidden blade which replaces your nameless finger>double hidden blades,whose sleeves allowed you to block heavy,hard,sharp steel.Just conceptually more appealing to me,nothing more.Also I generally approve of AC2's additions to the assassin's kit.
EDIT: Let me go on a rant about their respective model design: Altair's outfit was practical,while being unique,as for Ezio's it just looks silly to me.Finally the default assassin outfit on Ezio is horrible,it's not even white,it's washed out and grey-ish,just not something pretty to look at.And the arm cloak,oh,the arm cloak,so many times in the way of our hero's hand and so many times proving to be completely useless feature to the model's design.It should have been a normal cloak,just like in Revelations,but no,Brohood also gets it.The cloak doesn't even hide the blade,because it already IS hidden under the wrist,so it doesn't serve its supposed purpose.Yes this is how much I loath Ezio's design,hence I switched to Altair's outfit and dealt with the invisible right hidden blade,not showing the blade through his cut finger and the throwing knives were always on him at all times,these are the little details that supported my suspension of disbelief and were quite pleasant in AC1.
Connor is the same deal as Ezio,maybe not as cluttered as AC2 or Brohood,but it's still there.