On my first playthough, I wanted to get to know Natsuki. It's just her overly cute personality and how she struggles to express herself to the protagonist.
Then, after Monika started to play around with the characters, I started drifting towards Sayori instead, but I never got the chance since Monika already... You know.
Anyways, after Natsuki, I decided to interact with Yuri (since she was the only one left). Unfortunately, I never go to see any of Yuri's endings since Monika decided to f*** with the game halfway through, and I ended up in the deserted room with her.
I actually decided not to advance the game at this point for at least a few hours, since some of Monika's lines were actually interesting. Anyways, after finally deciding to move on, I was really happy that Sayori was the new club president, but then she went haywire.
After the credits, I kind of just sat there for a while, re-reading the note Monika left us, and she suddenly became my favourite character (I know she's the most f***ed up one in the game, but you've gotta admit, that song was adorable). A close second was Sayori, and then Natsuki and Yuri. There wasn't a character that I really hated, either. Overall, this game is amazing, and I'll happily go through the whole thing again just to listen to Monika's song a second time.