Well, Archer is my favourite ENT character (followed by T'Pol, Phlox and Shran).
In TNG and TOS the captains are among my favourites. In TOS I like Spock slightly more, but I'd say the big three are my favourites. To me, Picard is the best Captain in Trek but I like Data just as much (maybe even a bit more).
While I like Sisko, my favourite characters on DS9 are Bashir, Odo and Ezri Dax.
I don't particularly like Janeway and Voyager in general, but the Doctor and Seven are among my favourite Trek characters.