Tiki is my favourite gal in Awakening. Hands down, no questions asked, it's always Tiki. I routinely pair her up with myself to kick the rotten backsides of the Risen into next week, and I've maxed out her stats so much at this stage (Limit Breaker inclusive) that I don't even bother using Second Seal anymore. Aside from that, I just think she's a genuinely sincere, wise, caring and affectionate individual. Of all the women in Awakening, had I the option to marry a lady (seriously, Nintendo, sort it out), I would offer my hand to Tiki above all others. I have a lot of respect for her, both as a unit and as a character, and it wouldn't be a stretch to say she's one of my favourite Nintendo characters full-stop.
Lucina has a special place in my heart because of Smash and because [touching story regarding androgyny], and while she is a fine unit and a great character in her own right, she's not my favourite. I find her personality to be a bit dull outside of the main story, her supports don't really set me alight.
Anna's amazing too, although I don't actually use her, as I play a Trickster myself. I feel a little bit underwhelmed by her lack of character development, and thus can't bring myself to be too emotionally attached to her, but I guess that's part of her charm. Can't help but feel it'd be nice to see more of her than "I like money". There's a brief glimpse of it in her death quote, and I would very much like to see more of her altruistic and earnest side.
Cynthia is easily my favourite of the children, in no small part because she reminds me of myself when I was her age. I've always had a soft spot for wannabe hero types, she really puts me in mind of a pint-sized, pigtailed Don Quixote, and I love that. She's also one of the few characters that I don't feel falls into the "running gag" pitfall: she gets enough mileage out of the "FOR JUSTICE" schtick that she feels like a dynamic character at all times. And her supports with Owain are hysterical.
Severa is a ***** through and through, but I can't help but like her in spite of (or possibly because of) that. She's the classic tsundere archetype, pigtails and all - an archetype that I have no substantial feelings towards either way, thus it doesn't really do much for me for better or for worse. Again, I can't help but feel she is something of a cipher of a narrative trope, rather than her own character; there are certainly times when it feels like "I'm mean and nobody loves me" is the extent of her character. I'm willing to overlook that because of her legitimately heartwarming moments of character development, mind, and I'm pretty fond of her overall.
Nah is, well, she's Nah. Nothin' wrong with that, y'know?
As a general rule of thumb, I find that a lot of characters in Awakening, while well-written and endearing for the most part, have a tendency to be quite dull at times. A lot of characters rely too much on a single gag (e.g. Gaius likes sweets, everybody forgets Kellam exists, Stahl is abnormally mundane, Ricken wants to grow up), and while it's never too much of a glaring or unmitigated concern, it does become obvious after a while that the writers are just relying on the same old joke to fill space. Such is the issue of letting most any two units of the opposite sex marry one-another, even when doing so would be totally out of character for them and in spite of their relationship being devoid of any true chemistry (Nowi and Gregor spring to mind, as do Cordelia and...well, honestly, anyone else). I can definitely sympathise with the notion that the characters are not as fleshed-out or memorable in terms of narrative depth and support conversations as some of the characters in the older games; what they are is memorable for being quirky and dynamic from an aesthetic and characteristic perspective, which is both respectable and slightly dangerous. Creating a character that relies too much on a certain quirk bears with it the risk of said character becoming a cipher of their own eccentricities, a vehicle for silliness and aesthetic value that comes at the cost of their true depth as a narrative entity. Characters, to my mind, in order to be truly memorable, must have both style and substance. I would vastly prefer substance over style if I had to choose just one of these traits - if a writer can offer both at once, though, then so much the better, both for the sake of the character and their skill as a creator.