I picked Anya. I loved her from her first appearance, but in a different way than I do now. At first, she was just cool and different, and I like how she talks.
As for what she's become... I think she's one of the more tragic yet admirable characters. I relate to her quite a lot, post "Hell's Bells". She was betrayed by Xander (at least that's how she felt... I, personally, understand Xander's choice, yet I still see why Anya got so mad) and acted on her rage and frustration. Maybe it's weak, but it's real and I feel like that a lot. I typically don't act on my rage, well, I never do, but I felt so bad for Anya!
Besides that, her lack of tact amazes me. It goes way beyond Cordy, because Cordy seemed to just be mean. I love Cordelia, but I get the feeling she liked being tactless (case in point: the scene in which she says something to the effect of "there was no part of that I didn't like" in 'The Zeppo') whereas Anya was somewhat innocent. She didn't know any better, things just came out of her, and she was indifferent to how others perceived her because she didn't associate herself with everyone else. She wasn't living according to other peoples standards--she was just Anya, take it or leave it. I look up to that because it represents to me the embodiment of individuality.
Not that other characters aren't individuals, I just think Anya represents it the best because of how raw and unapologetic she is. Plus she's hilarious and I'm a sucker for comedy.