My favourite character in the epic is undoubtedly Krishnaa Draupadi/Panchali.
Quoting something from an online article which made me post here:
Link: http://dangerouswomenproject.org/2016/06/03/draupadi-dangerous-woman/
Eventually, ill omens force King Dhritarashtra to intervene and grant Draupadi two boons. She chooses freedom for Yudhisthira and his four brothers (who, incidentally, are also her husbands, as discussed below). That she does not ask for her own freedom reinforces her position that she has never lost it. In this whole sorry episode she proves her strength, initiative, virtue, and superior understanding of morality.
And a comment in the post:
I was told that she was married to the Pandavas as no one man could have all the characters that she asked for in her boon. i found that very ironic that while she is the perfect woman with all the characteristics, the opposite gender is inherently flawed in some way or another.
After her, others like Krishna, Bhima are favourites.