I keep starting a reply and then erasing it, because this is such a difficult question!
Overall, no matter what, I think my top three will always be:
1. Munkustrap.
Whether because of the character himself or because of Michael Gruber's portrayal (probably both), Munkustrap was the first character I got attached to when watching the video. Somefolk who saw it when they were younger may have been in awe of Victoria's white coat and graceful dancing, or Jemima's pure voice. But I was sixteen and in awe of Munkustrap with his heroism, handsome looks, and beautiful voice. Now, in the US Tour he wasn't necessarily my favorite at times - he hardly fought Macavity, for one thing. He also wasn't very personable with the other characters. I know Munk is generally a bit of a stick-in-the-mud because he worries about keeping everyone safe, but this was beyond that...he was pretty distant with everyone except Old D. The Broadway revival, on the other paw... Andy Huntington Jones was just about the right balance. It also helps that he was definitely portraying Munk/Deme as a couple, which is my #1 ship. ANYway... for better or for worse, Munk is always a favorite.
2. Alonzo.
What can I say? I was sixteen, and he was handsome.

I also simply adored the way he and Munk backed each other up and protected the tribe. And I just love his black-and-white patched coat. And his dancing - when I can follow him...darn the video and its constantly changing camera angles! When I saw the US Tour, it took me ages to find Lonzi because he's gold and brown and sort of...blends in if you don't watch closely. It was cool watching him fight Macavity, but also disappointing that he more or less fought on his own, Munk getting pounded early on. Also, he danced along to part of Macavity's song along with the queens, which never quite made sense to me. The US Tour was just odd, guys.
3. Macavity.
OK, I'll admit it. I have a soft spot for villains. My default is to think, "Oh, poor thing, what made him this way, what's his sob story?" I've more or less decided over the years that he's Richard III, portrayed as a villain when in fact he's just misunderstood, what *really* happened is... *fill in the blank.* I'm actually working on a fanfic about that very subject.
Anyway, those are the main three that stay pretty solidly my favorites. The rest are in constant flux, so I'll leave them alone for now.