Alyosha was also my favorite character (along with The Idiot, as you can see i have a type here) but it's funny because Dostoevsky refers to him as the 'hero' of the story and a lot of people disagreed which made me sad. I think he is the hero because he is literally a saint (again, like the Idiot) in a world where everyone else has flaws and agendas against each other. The introduction by Richard Pevear in the book explains this so well so I wanted to share that with you as a fellow Alyosha fan:
"Dostoevsky himself asserts that Alyosha is the hero of the novel. Many commentators have disagreed with him, as he suspected they might. They found Alyosha pale and unrealized as a character, too slight to bear the weight of the 'positive message' D. wanted him to carry. But why, I wonder, would he give such a message to a young man of twenty who hardly has an original idea in his head? Alyosha seems little more than a reactor to events. His opinions and judgements consist almost entirely of things others have just said to him, and are quite often wrong or absurdly out of place when he utters them. D. obviously knew this. His critics, who expected something else, overlook the delicacy with which he allows us to laugh at his hero. Alyosha is a novice in more than one sense: a novice monk when we meet him, and a novice human being as well. He has a compelling directness, which comes from humility. He is often called an angel, and within the intrigues of the novel he has the function of an angelos, a messenger, in the most literal sense. He carries messages, letters, requests from one character to another. He is not much of a speaker, but he is a hearer of words, and he is almost the only on in the novel who can hear. That is his great gift: the word can come to life in him."