Huh, really hard to choose. Really, I liked them all, and for different reasons.
Mordin- An obvious choice, he's funny, a genius, he sings, and his loyalty missions was definitely one of the more interesting ones. Shame I didn't get much use out of him in combat, though. Just too fragile.
Legion- The reason why I wish I had avoided all sorts of hype/spoilers before the game came out. I imagine I would've shit bricks upon finding out I can have a Geth teammate. His loyalty mission presented the biggest moral dilemma I've ever encountered in a game, and he was really just so damned interesting.
Garrus- In the first game he was like an alien Dirty Harry. In ME2 he become more of an alien Rorschach, and I approve. He's also just a blast to talk to and he's pretty useful in combat.
I think I'll cut it there, as I really could just go on about every character in the game, but I'll just say those three are tied for my favorite.
Also, one quick honorable mention who almost made it
Liara. Yes, she is only in your team for the duration of the LotSB DLC, but all of her powers are just amazing. Warp? Nice, that's always useful. Singularity? Wow, okay, that's pretty damn cool. Stasis!?!?. I love you, Liara, I really do. Not to mention that whole DLC really does a lot to flesh out her character and show just how much she's changed since ME1.