I'm not terribly competitive in the KOF series, but I'm no less a fan either. I admire that they actually go forward with the story. To be brief, my favorite characters by far are King, Whip, Shermie, and Duolon. Angel's an honorable mention, but then I found out she was way too young for my tastes.
Free Step Dodge
Awesmic
Awesmic
If we're counting Maximum Impact, you can add Lien and Minon to that list too.
Keved
Damn so I'm not the only one that appreciated Maximum Impact 2 eh? Good to see a fan! My faves would be Joe, May Lee, Xiangfei, Kasumi Todo, Yamazaki. Ninon from KOFMI2! I was never good at the game either but still have a retro blast whenever i play it.