Anya is definitely on my top 5 list. I was annoyed with her at first, but not for very long. She was one of the few characters that developed and grew for the better. It really made me happy knowing that subconciously, she did love all the scoobies and wanted to understand them. Plus, she isn't very different from the scoobies. she has her dreams and her fears just like any other person of the group which really made me respect her character. I mean, look at her thoughts of men. Even after the whole Xander leaving her fiasco, she still loved him, and him to her, and she died defending him and the scoobs.
Not to mention she is hella hilarious!
I gotta admit, many times I would find myself watching BtVS just to watch Anya. Even when she was evil she was fun to watch.