I prefer SO3 to SO2, but I really enjoyed both games. Without giving too much away, I felt there were more extras on 3, and I like extras. Believe it or not, I completed SO2 twice, once with Claude and once with Rena, and have never had Ashton in my party...
I almost played it a third time just to try him out, because he seems like an awesome character. Probably my favorite character on SO2 was Precis.
On SO3, hmmm, tough call but I guess Fayt, because I learned to kick some major butt with him in battle. I finally defeated Fr... but it took me awhile, like half an hour in battle.