I don't know if I have 1 flat out favorite. I liked Esperia the most prior to seeing all the endings (I like her the most in general really). But during the Orpha route, Orpha herself ends up being much cooler as an eternal (Esperia is actually pretty whiney and helpless as an Eternal, wtf?! That's so not her!). Cute award goes to Helion...I actually like her personality too, but she's not a main character so whatever. If she had as much screentime she might have been my #1 fave. Yuuto himself is actually one of the best Anime-males I've seen... Err, I don't watch anime but in games and stuff, males seem to be underdeveloped or just not with my own personal tastes compared to females. Doesn't seem to be the case for Yuuto, he's a good guy, I'd be his good buddy if I knew him IRL.
Lesteena is also great, as a princess/queen though. Her run away mode is..err... Well I guess that's good too but I just HATE how she dresses herself then lol!
Ureka and Aselia just didn't click with me, I know many people like them because they're "Badass" but "Badass" doesn't really shortlist people to my favorites list like it does for seemingly everyone else, I DO like them, just not as much. Though I really hate how Yuuto treats Aselia during her route. I mean he doesn't treat her like trash or anything, but I really don't like how he pulls the typical "I'm a hero, you're a girl, stand back woman, you don't know what you're getting into" bullshit not once, but TWICE on her IIRC.. Really EnA is full of really great characters! Nearly the entire cast mentioned would really be my favorite character if they were plucked and dropped in nearly any other game.