my favorite character by far is terra, however the characters i use exceptionally well are terra, cloud of darkness, jecht, zidane, kuja, cloud, sephiroth, Cecil, ultimecia, and shantotto. i've mastered everyone but gabranth and tidus though.
the ultimate weapons i've made are the Fenrir, Maduin's Horn, And One-Winged Angel. I'm working on Sin's Talon and Everdark currently =)
but ya i usually love characters with green or white/silver hair or tan skin, male or female. I think my favorite ff characters are Fran and Rydia <3