Usually I don't find the main character(s) of a long series the most interesting (ex. Dragonlance and Lord Soth), but I liked Richard Rahl in the Sword Series - with the exception of the time he was captured by the Mord Sith which I thought was not consistent with the character.
In the TV series my favorite is Cara. As for the books, I've only read two so far, so haven't read much about her.
And so my favorite in books is Rachel.