Spike. I know, I know, you're all shocked! He really is one of my all-time favorite characters. I love his progression, his deep capacity for love even without a soul, and his honest desire to make himself a better man. His love for Buffy is one of the most beautiful things about him. If you can give up everything you have, everything you are, for the person you love, that's an incredible trait. I love that he clawed and fought his way from a monster to a man. It's just such a touching story! Plus, his loneliness and his desire for companionship and acceptence is something that I so much identify with. I could go on and on, but I think those are the main points.
Mal is another one. I only wish I'd had more time with him! He was destroyed by a war that he lost, and he still believed in the cause he fought for. I can only imagine how much he struggled to live in a world he'd fought so hard not to see. At first glance he's just a thief, but his morals are actually a lot more clearly defined than the supposed lawmen of the Alliance. He won't go against his moral code, no matter the damage to himself. And he fiercely loves everyone on his ship. He's a true hero. A Big Damn Hero!
I love Jayne too. Like always, Joss takes a character that could very clearly be labeled a "bad man," and gives him enough goodness that we're always left guessing. When he betrays Simon and River, he doesn't beg Mal not to kill him. He just asks that Mal not tell the rest of the crew what he's done. That's just one example of the intricacy that is Jayne Cobb.