The captain isn't usually my favourite either:
TOS: Though I like Kirk, I find Spock and McCoy more interesting. McCoy's my favourite.
TNG: This is the exception, Picard is
my favourite character here. He made the show.
DS9: I like Sisko, but I like Kira better.
Voyager: I have a love/hate (probably more acurately like/dislike, but that's not an expression) relationship with Janeway. She can be good, but also annoying. The Doctor probably gets my vote.
Enterprise: Meh, I don't really much like any of them and Archer's one of my least favourites out of the bunch.