The annoying thing about this game is that it has way too many characters I like that it's getting confusing.
Letho, Geralt, Radovid, Henselt, Foltest, Shilard, Roche, Iorveth, Dethmold, Zyvik, the dwarves, Aryan, Cedric, even Stennis. Loredo as a character. And well, Emhyr for me based on what I heard thus far.
But I definitely consider Letho my favorite, because as main antagonist he is the center of the plot (though thankfully the plot is not obsessed with him only), but also because for me, he defines the main theme of the game, "what is a Witcher?", via his antithetic position to Geralt.
Plus the dynamic between the White Wolf and the Viper is the best amongst protagonist / antagonist interactions.