It was a close call between Inara and River, but at least Inara - as trite as some of her companion plots could be - was a reasonably fleshed out and developed character. River's just a bundle of plot points and fetishes with the occasional snap of humour, and those plot points begin to contradict each other come Serenity
(which included a couple of retcons to why she went mad and why the Alliance want her now.)
Kaylee gets an honourary nod. Oddly, Zoe is about the only female character on Firefly I was completely fine with.