My favorite FF character... That's difficult, because I actually do have some favorite video game characters, just FF wasn't really at the forefront of characters that I really liked. Generally I like other JRPG series and their characters much more. Like the Tales games (only until Vesperia) or Xenoblade.
So I only could name a few characters that I like, but not one that I
really like. It would be the ones that I already mentioned: Prompto, Noctis, Fang...maybe also Balthier. He was cool and I liked his design. (Isn't his design cool?
) I never finished the game though, so I can't say for sure if he's really a cool character.
I actually also really came to dislike Gladio in FFXV. I had a completely different image of him before starting the game. In media before and in Duscae he seemed much more upbeat, positive and just nice. He was on the same level as Noctis and Prompto. Only Ignis didn't really fit in. He was sort of the outsider of the No-Pro-Glad besties group.
In the final game Gladio was so bossy and macho though, and after a certain someone's death he was unbearable for several chapters. That actually didn't even fit with his ultra macho persona from before. Suddenly he was such a snarky, resentful bitch, lol.
Wait, I realize again why he felt so different before playing the game. I played exclusively with Japanese audio before. There Gladio sounds a lot more jovial, he grunts less and his advice to Noctis sounds actually more like advice, because he cares, and not because he just likes to boss him around. The different localisations do really matter in that regard. The English localisation took lots of liberties.