For me, it has to be Seven of Nine; her story was developed extremely well, and she added some spice and irregularity to the main cast. She strengthened the connections between the characters, because her interactions with everyone were so strong. Her relationships with each of her fellow crewmembers was unique and distinct, with a different feel to any other that had been on the show. She even made me like Harry Kim at certain points.
However, I also liked Kes, but I don't think she was treated fairly. She was never really given the chance to develop or grow as Seven did, and her potential was left unexplored. When she was given a chance to shine, it always looked promising (I love "Cold Fire"), but we never got to see anything truly awesome realised.