I always find that the captain is never my favourite:
TOS: Kirk is actually my least favourite character in TOS. Since there aren't really any bad characters in the main cast I still like him, but McCoy, Spock, Scotty, Uhura, Sulu, and Chekov all rank above Kirk.
TNG: While I like Picard, I tend to like Geordi and Riker more.
DS9: Sisko is the best captain, but since DS9 had so many great characters, I like Bashir, Jake, Garak, Odo, Kira, Jadzia, Quark, Ezri, and a lot of the other supporting characters more.
VOY: Again, Janeway's my least favourite character out of the Voyager cast.
ENT: From what little I've seen, I liked Reed, T'Pol and Phlox more than Archer.