None of those three are actually my favorite.
I didn't get to see the entire series until this year. Malcolm became the character who was most interesting for me, because he keeps so much hidden. He's sort of the Illya Kuryakin of Star Trek, as Dominic Keating and David McCallum both tried to reduce the amount of information revealed about their characters.
I would agree, Malcom Reed was my favorite character on the show, he seemed to have a lot of shades to him and stole the show on multiple occasions without even trying.