Personally, I like far too many characters in the series
(there are over 150 characters for a franchise that's been running since the 90's), and listing them all would take far too long. So instead, since we just got a new game recently, I'll just talk about the new addition to the cast that I found myself adding to my list of favorites.
Enoko Mitsugashira
Yet another wolf-girl to add to the series' collection. She's a part of one of the game's villainous factions, the Keiga clan
(Think fantasy Yakuza run by a Pegasus girl in cowboy get-up), yet she clearly holds no ill-will towards the protagonists, and even acts friendly with them, so she ends up feeling like the
"Guy who's too nice to be in the Yakuza" achetype. On top of that, she apparently knows Marisa from when she was a child, who evidently ran into the forest to hide and cry, which may go towards explaining why Marisa doesn't like her parents, who she's clearly disowned and refuses to acknowledge.
Also, the beartrap bracelets look really cool. Supposedly they snap shut when she closes her hand, which makes for an awesome mental image.