My first would probably have to be the favorite, although I've enjoyed every character I've ever played.
Corwin - the Human Ranger from my first game ever. By the time I left Orlando and quit playing him, he was a level 10 Ranger and had a pair of weapons that he had acquired in the course of the campaign, a dagger called "Lichesbane" that did double damage to undead (useful when only doing half damage to skeletons with a dagger :P) and protected him from draining attacks. In his other hand was a short sword called "Trollburner" that did an additional 1d4 fire damage. Both of these were only +1 weapons for attack bonuses, but after acquiring them at 5th level, I passed up on every chance to take 'generic' +2 and even +3 weapons for the remainder of the campaign.