My favorite is Mad Max.
The guy never got his due, I mean he got his nickname on the FWL front through his battlefield command prowess, yet save for a short text box I remember, we never get to see him at his advantage, either on the battlefield or in the political arena...he was charismatic, subtle and skillfull enough to have two major leaders turn coat (yeah,yeah, I know they were disgruntled and ambitious...but nothing's ever that easy...'specially sparking off civil wars within major powers) yet whenever he's mentioned it's as if he's just a place holder.
To me he's a true tragic figure, partly 'cause it's tragic how he's been showed to us even though we know he could do so much more then laugh maniacally. But man, the story's that could be written the guy, disposing of his father in the name of strengthening the confederation (and inhuman ambition), the awkward family relations, notably the growing rift on economical policys with Candace, the reasoning which led to the gamble of opperation doppleganger...
But also the strength of the imagery, those gloomy scenes where he's described as a spider, clenching the celestial throne as if through the grasp on the arms of his chair he was trying to keep reality from slipping from his grasp. Vivid images.
A vilain, but a tragic and assuredly very complex one. Or maybe he's just my favorite 'cause I read the warrior trilogy at so young an age as to be surprised by Justin's treachery.
Least favorite? Vlad Ward...he always felt so generic to me.