The only order that I can put these into would have to be the order that I remember them, not on quality. It's so hard to choose!
First, Claptrap from Borderlands 2 and Borderlands: The Presequel. I love that little guy, and he was the whole reason why I bought Pre-Sequel in the first place. Handsome Jack is up there as well, but not as high.
This next one is one that I just recently experienced, but one that I regardless love. Hoji and Lo Wang from the new Shadow Warrior. Both of them are actually pretty good characters with a good amount of personality and development in the game, and I just like the dynamic that they have going on.
Palutena, Pit, and basically everyone from Kid Icarus: Uprising. This game, dude. It has some amazing writing and lovable characters, and I honestly don't know why I don't play it more often. I like it a lot. It's just really really good based on the plot alone.
Tharja from Fire Emblem: Awakening. Her odd obsession with Robin reaches ludicrous levels to the point that she becomes "normal" for him, which just ends up making her creepier, and I just love every exchange she has with the individual characters.
Neeshka from Neverwinter Nights 2. I don't really know if anyone likes this game, but I can't forget Neeshka, that adorable tiefling rogue that quickly made me love this game. Her instant affection for the main character wouldn't normally interest me, but the fact that she was jealous of every single female I met was adorable in itself, were it not for the fact that she was also a freaking awesome thief and just really cool to talk to. And, I had chosen a tiefling species without knowledge of her existence, so that just made the whole thing even cooler!
Frankly, I just all of these characters so much for so many different reasons that I can't say which one's my favorite. They just all are so good and likable that I can't bear to even think about which one might be better.