1. Midna
I just love everything about this character, from her spirited personality, to her otherwordly design, to her extremely touching backstory. Additionally, her change in demeanor throughout the course of the game feels very natural -- very real. To me, she's the most endearing fictional character out there, and it'd be a shame for Nintendo not to revisit her at some point.
2. Groose
Along with being one of the relatively few Zelda characters with a genuine arc, this guy is absolutely hilarious. Just about every one of his lines belongs on their own T-Shirt. Somebody, get on that!
3 and 4. Ghirahim and Ganondorf
Because both of these guys promote very separate brands of villainy, I find it difficult to choose one over the other. Ghirahim's style has a propensity for making him seem comical one minute, and terrifying the next. Ganondorf, too, is a terrific foil for Link. Whether it's him taking over Hyrule in Ocarina of Time, or nearly killing Midna in Twilight Princess, he's a villain that just inspires justice.
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I also like her character, she isn't all screamy or anything, she's calm about Link leaving the forest, and she keeps her cool under pressure. Yeah, she's my favorite. ^^
