He might be evil and against you. He also might not be fully playable but I feel that the best character is Sephroith. I can't imagine a better villian than him. The mystique, the attitude, the hair, the sword, the fire, the mind. Did I say Attitude? That makes it even more cool to fight in Kingdom Hearts but I lost to him for the fifth time. Give me a couple more levels and time and I will beat him I promise!
Right now, Locke from FF3/6 is my favorite. He has a really emotional past, his theme is cool, he is funny and serious all the time, and he speaks when no one else does.