I think my favorite would have to be Artemis (Diana). But that is not necessarily judging by character, as I don't know all of the history. But I saw her statue at the Louvre (Diane of Versailles), and instantly fell in love with the statue. It has become one of my favorites, and now she is one of my favorites for it. She is very elegant and stunning. The picture does not do the original statue justice at all.