Hmm... I gave it a lot of thought and I believe that my favorite character is Elona. This sounds a bit cringy, but, she's one of the first characters I've every made and I've done a lot of reworks to her to make it less than it sounds. Elona is half-vampire, half dragon, and is in a constant battle with herself over the vampiric side from taking over her mortal side. Having to sate both. She therefore devoted herself to learning the art of alchemy to help develope a more permanent cure to avoid falling to her vampiric side.
Elona also has a lot more depth to the main plot of my stories than I have room or care to explain in this thread! But as her story develops she gets progressively more... 'Morally grey' until she turns straight-up evil and manipulative. Every character that I have in relation to Elona, and even Elona herself if she likes you enough, their first warning to her mention is: "Don't ever trust Elona."
She always plans every move at least 5 steps ahead, preferably 20, and is focused on intrigue to the purest extent in her later arcs. I love playing this character because it brings out a different, more thought-provacative, side of me that I normally don't get into otherwise. That, and it's fun to be a manipulative bitch sometimes XD