Like so many others, picking one is virtually impossible. It also changes quite a bit. My first read of 'Monstrous Regiment'
I didn't enjoy so much but now I think Jackrum, Polly and Blouse are very good characters.
Characters I always enjoy; Nanny Ogg, Gaspode, Death, Foul Ole Ron, Vetinari... sheesh, it is
I loved 'Going Postal'
and 'Making Money'
, they seemed fully formed right from the off. Moist is a great character, very dynamic.
From my first book, CMOT Dibbler was very memorable but having just encountered recently his cousin DMH Dibballah it makes it very confusing...