I think part of the problem you run into with these characters, is that they are both INCREDIBLY disliked.
For me though, I prefer Dawn. I never hated Dawn the way a lot of other fans did, I liked that she wasn't the goody two shoes little sister that you get a lot of, and that she had dimension, and I think most of the time you didn't have to try to like her.
Connor however, I've never been big on. it was always a challenge to even like him for me. I do love a good conflict between characters that should be close, but Connor just had conflict with everybody except Cordy, and that plot line, was just messed up! Probably the moment I most want to hit him so hard he'll see stars, is when I watch Salvage and he's an a**hole to Faith just because they disagree.