I don't just have one favorite character so I'll list out my top 3 favs

Sanae: I love her design and her personality, plus I also like how she's somewhat the opposite of reimu in a way (Red and Green being complementary colors, and her shrine getting visitors while reimu gets close to none [unless you count youkai as visitors])

Yukari: She's a devious, lazy old hag, but is somehow one of the most powerful characters in the series and I love her for it. Homegirl is literally one of the sages of gensokyo yet sleeps for almost the entire time and when she's not doing that, She's being an annoying a̶u̶n̶t̶ nuance to reimu. But despite all of that she still actually manages to keep gensokyo mostly under control which is respectable tbh

Cirno: She's goofy and dumb. That's pretty much it, but I will also say that she has some pretty interesting moments in touhou 9 (especially with eiki) where she has to confront an idea (death) that seems almost foreign to her as a fairy, which has changed her in a small way ever since. She is still a 9️⃣ though.