Favorite male:
Ugh... it's a raging, eternal war between Riku and Sora. They're both so different from one another that it's really hard for me to choose between them.
Riku has a lot of character development, and despite having done wrong in the past, I have to appreciate him understanding what he's done wrong and regretting it, something not a lot of characters bother to do.
Sora on the other hand is so adorable and energetic and he just wants everyone to have their happy ending. I really enjoy how all of his angst comes from within the series and isn't something we need to accept as a fact, as opposed to even Riku's longing to leave the islands and Darkness issues (though BBS at least gave us a clue of how that even started). He's just a good boy thrown into nasty circumstances.
As for the females, it's Namine and Xion, with Xion being a tiny bit in the lead if only because I like her "type" better than I usually do Namine's. They're both excellently presented and developed if only in their introductory games, imo, and I love their devotion towards the people they care for. Even if it's a bit less obvious than Xion's sacrifice, Namine still let Sora go even when she could basically rewrite his Memories to forget the whole CO incident ever happened and have the two live happily ever after. She also could've just added herself into the Memories of EVERYONE around Sora, instead of replacing people and detaching Memories, but she knew that would still be a lie and chose not to do it.