There was always something I liked about it. Maybe because Faith is just so screwed up in S3, and is so desperate to connect with someone, anyone (but ultimately has no idea how), it's both odd but comforting seeing her latch onto him, in a total father/daughter way.
I actually thought the cameo from The Mayor (or really, The First in his form) was awesome. Even though Faith has turned it around in her life (except for the, you know, breaking out of prison) and is firmly fighting for the good guys, seeing that The Mayor was really important to her was cool. I liked that.
And he was just so funny.