I'd say Zero or Dante, though I've come to hate the game with a fiery passion and am real close to just selling it. I still think Blazblue: Continuum Shift is the best fighting game of this gen.
I haven't played in about 2 months due to my co-worker wanting me to get into killzone 3. Now I'm kinda bored of it, so I went back to MVC3. Man, everyone has ramped up in tactics & aggressiveness now. I was losing for quite a while but now I am starting to win.
Back to the original question. My favourite characters are: Dante, Wesker, X-23, Deadpool, Zero & Super Skrull in order of importance.