Jasper has my heart and is forever #1, mainly because of his obvious silent devotion and inner turmoil over following his duties vs. his feelings. Another big reason is that it is hinted that he is even more capable than what you already see in-game based on how everyone comments that he will beat people up/arrange for assassinations if your character isn't treated correctly, haha. Even though a lot of times when those comments are made they are in jest, with how so many different people said more or less the same thing it got me wondering.
As for the others, it speaks to the strength of the writing in this game that I have so much difficulty narrowing down my list of top five! If you ask me broader of favorite character in general my list would have pretty much everyone except the Jiyel diplomat, haha (Aly really hit the nail on the head with ye olde Chinese dramas with his rambling of blood prestige and Jiyel superiority). If I had to though I would say that after Jasper my favorites are Hamin, Clarmont, Lyon, and Zarad in no particular order.