I don't prefer any one character, per se, as all of Jeph's characters entertain me. But if by that you mean which character would I most like to hang around with, it would likely be Penelope. She's intelligent, well-read, and, although she can go up in flames about things she feels strongly about, Penelope's usually pretty calm.
Second would come Dora, who's got wits and seems to be able to use them on a fairly wide variety of subjects. Plus, despite all the "I can't stands" people pile on her, she's a very caring, compassionate person. That goes a long way with me (it's how I'd like to be when I grow up). So do broadswords. I love ancient weapons.
Third would be Marten. Nice guy, but he's into odd bands I've never heard of and I, odd books of similar bent. Not much to talk about. Nice is always good, though. On the plus side, we both play guitar. That would be fun, having someone to play with.
Now to the other end of the spectrum.
Steve, with his women-drinking-depilating cycles, would drive me batshit.
I don't dislike Faye, but, were I around her much, I'd have to constantly suppress the urge to murder her. Especially back when she was doing all the smackings and whackings.
The character I'd least like to spend time with is Pintsize. He's funny, but only so long as he's happening to someone else.