Tobias: Has a moral core without being overly annoying like Cassie. I also found his plight to be far more interesting than any of the others.
Marco: By a fairly wide margin the character who (to me anyway) undergoes the most interesting transformation throughout the series. His difficulties throughout the series were also compelling. I found myself enjoying the books narrated by him more, on average, than most of the other characters, and not because they necessarily had better story lines. I enjoyed his perspective and narrative "voice" more than others.
Jake: The prototypical tortured leader, but the one who bore the brunt of the difficult decisions to a far greater extent than the other characters for the most part. I always liked him.
Rachel: Honestly, I didn't like this character all that much, personally. She definitely had her moments but for the most part I found her to be cold, bloodthirsty, and without compassion or sympathy. She saw everything as completely black and white.
Ax: Arrogant and irritating. I actually enjoyed the books he narrated for the most part and found the character interesting and at times compelling, but I didn't like him personally.
Cassie: What can I say that hasn't already been said. Honestly, I wouldn't really have a problem with the moralizing if Cassie's character wasn't such a one trick pony in that regard. Every book with her in it has more or less the same inner monolog. She agonized over killing a freaking termite, for pete's sake.