Persona 3 :
Junpei is an obvious choice, his whole arc with Chiori is incredibly relatable. You expect Junpei to be a litteral goof from the start of the game, too bad the whole game is an Eva reference. You can actually feel the winds changing once Junpei goes from comedic reveal to joining the big depression wave assaulting your team, and it all leads to the conclusion that the fall is inevitable.
Aegis as the main waifu adds a whole lot to the game. Even though Koromaru has a persona, a robot with a persona was an excellent plot from start to finish. The first explanation about her having a persona because she needs it to kick shadows' arse makes sense of course, but as the game goes on it becomes oblivious to everyone but her that she grew a heart and genuinely loves Minato. Her relationship with Minato is akward as expected, yet sweet and fated. Her quest for meaning is inspiring, and Minato dying on her laps was the perfect bittersweet ending to an incredible game. Also best Rei Ayanami clone of all time, including Serph from DDS and the excellent Nagato Yuki from Haruhi Suzumiya series. If you like her, Douman Seiman did a great one-shoot (non pornographic or even erotic but still hardly SFW) dojin about her relationship with Minato going south as her mental state deteriorates.
Minato : This one is tricky, as you control most of his interactions, but he still has unalterable parameters to begin with. From the murder of his parents to being the avatar of death, the duality thingie with Ryoji/Pharos/Death, his weird relationship with the robot that destroyed his life and the big despair wave hitting his team, he still decides to fight the Fall and sacrifices himself for humanity.
Special mentions for Akihiko, Ken and Shinjiro who have pretty much their excellent character arcs in common.
Also, Koromaru's a good boy with great eyebrows.
Persona 4 : not interested
Persona 5 :
Futaba : P5's main waifu altough it was argued a lot for reasons I don't get. Her character arc being intertwined so much with the main plot encourages most players to explore her as a confidant, which is hardly the best plot-wise but is still cute as heck and brings back the theme of child abuse. It's also a good excuse to bring in more Shojiro for daddy kinkers and helps integrate Joker in the family while he is away from home. Also, just look at how cute her nendo is.
Morgana : Best bro (I think s/he was suposed to be of undertermined gender but whatever). Somehow he takes the roles of the mentor, bro and Pharos all at once, and nails it. His little excapade with Haru felt ridiculous at times, but his quest for his identity left me emotionnal.
Haru : I didn't expect to like her, as I'm usually quickly annoyed by ojou-sama types, yet her confidant route being torn between comfy moments and the inheritance plots bringing the worst out of everyone around her made it an excellent confidant. I wasn't planning on taking the romantic route but felt obliged.
Special mentions -
Ryujii : second best bro. Somehow a better bro than Junpei. His arc is both heartbreaking yet ends up on a hopeful note. Also, every scene that included both Mishima and Ryuji ended up a lot of fun.
Ann : Her whole arc is amazing, yet her confidant routes felt like it was missing something. More discussions with Shiho would have been great, but I get it was pretty hard to implement.
Ohya : Ohya is bae. I don't know why so little people talk about how fun her confidant, especially romantic route is. She really needs to do something about her fashion sense but investigative journalism is hot.
Shinya : I didn't expect to care that much about this kid, but I did for some reason. Gameplay wise his bonus are a bit OP tho.
Hifumi Togo : Sometimes I just go on dates with her, wasting game time just for fun. I don't even remember why I like this character that much.
Mishima : Who's this guy ? After more than 10 events it's still a mistery to me.
