Data has always been my favorite character, hands down. I think he's very well written and I've always liked portrayals of "the other" in stories - androids, vulcans, the not-quite human. I love seeing him do things like practice sneezing in a mirror! He's very well thought out. By the same token, Lure's a great foil for him, in that psycho-killer twin sorta way.
Not that I don't like the other characters. I find that the character background/focus episodes always win me over, even for characters I found annoying at first.
I was a baby when the series first came out, so it's a little strange to see a teenage Wil Wheaton playing Wesley. It's a little hard for me not to think of Firefly when I see him on screen... But then, it's also weird to see how much Leonard Nemoy has aged, so I guess TV is just strange like that.
I'm only on the first season right now, and I can't wait until I can like Picard more, and until Worf becomes cool.