Athena and Cassandra are my girls. They're both problematic, and hard to love, and by turns I want to smack them both. Which is why I love them. My fondest wish is for them to get over their differences and be the best friends ever. We shall see.
Odysseus and Hermes, because they are both hot and endearing. And I can say that now, because neither one feels like my kid or my kid brother, which is what Cas always feels like, so when readers asked if I had a crush on Cas it used to make me very uncomfortable :)
Ares. Spoiler alert. Ares is in Mortal Gods. And I thought I would hate him. I thought he'd be this disgusting, two dimensional villain. But he isn't. He's Athena's kid brother who has always been in her shadow, and he's the god of war so he's brutal and nasty by design. Can't hate him for that. I imagine some readers will hate him though. He is quite terrible.
Honestly, after you spend so much time with characters it's impossible to pick favorites. I love them all for different reasons, from Aphrodite right on down to Henry's dog Lux.