The captain isn't my favorite character in any of the series, either.
TOS: I liked Kirk, but McCoy and Spock were my favorites. I especially liked the scenes with the two of them together.
TNG: Picard was a little too pompous for my tastes. I don't really have a favorite TNG character. I liked Riker in the early seasons, but not so much towards the end.
DS9: I love The Sisko (and he's my favorite Trek
captain), but Quark and O'Brien are my two favorite DS9 characters.
VOY: As with TNG, I have a tough time naming a favorite, but it's definitely not Janeway. Didn't care for the character or Mulgrew's acting.
ENT: Trip would be my favorite. Archer did improve as the series went on, but he never really caught my fancy.