It's hard enough for me to pick a favorite character. Each season has a new feeling and brings new faces so a valid question is "Who is your fav character per season?"
1 - Locke. He's the only main character who see there's something to embrace on the island. Curious as a cat, has a sad past, interesting present.
2 - Marvin Candle. Not a main character, but was the face of the Dharma initative which made the island a whole lot bigger and mysterious.
3 - Desmond. Now he's an established character. The season 2 cliff hanger w/Penny made it clear there would be a lot more story with him. Last not least, the hatch exploding obviously alterated him.
4 - Daniel Fariday. I dont can't even explain why!
5 - Sawyer, James, LaFluer. He made a lot of strides in season 3. Season 5 he becomes the man, finds love. Kicks Jacks but for not thinking with his heart.
6 - Jack. He finally becomes a man of faith, also the classic hero/savior.