If you want to count him as a Animorph rather then the one, true Andalite bandit, I have to go with AX. I was always a big fan of the Andalites. Not to mention it's absolutely halarious when the Aniorphs try to pass him off as a normal human when they are in public.
My least favorite Animorph (though I still like her) would have to be Cassie. Yeah, she was often the voice of reason and saved the day on more then one occasion, but her constant moral dilemas got to be pretty annoying by the end of the series.