I like a lot of them. And sometimes one becomes a temporary favorite.
But my top three, in no particular order, remain at Marisa, Cirno, and Utsuho.
Marisa I've adored since EOSD, and I love her dialogs. She has the most wonderful comebacks, and her ability to come up with reasons for her actions on the fly is so amazing that I often wonder if she's actually planned it all along. Her wit and flashiness are top tier.
Cirno is dumb and adorable. She obviously jumps in over her head on everything she gets into, and yet keeps trying no matter how many times she fails, for the exact same reason. Her spell card descriptions in Hisoutensoku and the reason for her actions in GFW are just about the funniest Touhou things I've ever read.
Utsuho is the first final boss I've beaten on Normal (on an old computer that halved the frame rate) and my absolute favorite boss character because she is, what I consider, the first true—if not only—villain of the franchise (at least at the time she debuted). And her character design has so much symbolism in it, and her spell cards have such great names. Other final bosses use rainbows, but no, all her spell cards are fire colored. And while she's dumb, she's an idiot savant with a Master's in nuclear physics.
Some honorable mentions, though:
Seija - fun character, and also absolute favorite boss fight of the series. Everyone hates her and she's just like haha ok lets play.
Tenshi - has a sword, and also one of the most interesting and fun reasons for being a final boss (Yukari's and Tenshi's story are my favorites in SWR and I love their dynamic).
Sagume - I just really like her for some reason. Her ability is really interesting, but I feel for her having to be so careful with it.
Komano the Komainu - because she's just too precious.
And because the number of characters I like is so vast, I'll just close with my very, very short list of dislikes:
Okina. I just want to punch her in her smug prick face. Or at least beat Extra with Cirno for extra disrespect.
Also Mai and Satono. Just by extension of them also having a similar personality, but I feel that was mostly Okina's influence and not solely their fault.
Though it's less of true hatred and more like "I enjoy hating on this character".