Ash is probably my favorite character since he's been around the longest, but Brock, Cilan, Clemont, May, and Dawn are all really good characters too. Jessie's Wobbuffet is definitely my favorite Pokémon character but it's kind of hard to compare him to a human character.
The male companions are always chill and we don't really get sick of them. Even with Brock, despite being around for three series, it was still sad to see him leave. With the females, we get a lot more exposure to them. Misty was actually my least favorite of the female companions, but I didn't dislike her. I feel Misty was a little too hot-headed for my tastes. Dawn and May have the same characteristic, but they didn't display it near as often. I can't really judge Serena until she leaves the show, but for now I will say that she seems to robotic. Like she acts the same in every episode.