Wolfwood! He won me over when I first watched the show because I'm such a fan of irony. A priest whose cross is secretly a machine gun and rocket launcher? Yes, please! :D The manga only made me love him more, for a plethora of reasons, but I think one of the big ones is that he's such a Tough Guy on the outside, but inside he seems to spend a lot of time worrying about the safety of his friends, especially his "family" at the orphanage. There's something sort of big-brother-ly about him, IMHO. (The chapter with Keele, the insurance agent who tries to assassinate Vash, always amused me, because it's almost like Wolfwood has this attitude of, "I'll treat Vash however the heck I want, but nobody else better mess with him, or I will exact revenge by pouring tobasco sauce on your open wounds!")

Second favorite is Vash, and third favorite is Livio. I always thought it was a shame that the three of them never got a chance to just hang out as friends. They would have made a fun and awesome trio.