I like Fai/Fay because he tries to hide behind the funny mask, and he's certainly one of the most interesting characters. Besides that, he's changed quite a lot and he keeps impressing me all the time.
Slightly off-topic, i think that Syaoran and Sakura were "better" on CCS, the TRC version kind of ripped the vision formed around them before, though that's very CLAMP-ish in general; it all depends on the way things go now.
Kuro-sama, definitely. He's shown tremendous evolution, from a grumpy-I-do-what-I-want ninja to a selfless I'll-cut-off-my-own-arm-so-we-can-get-out-of-here ninja. I really like how he slowly let his travel companions close to his heart, and like Tomoyo said he managed to get a whole new different view on the concept of strength.
I still love Fai dearly, but Kuro-myuu is made of win, so yeah. They're my two favourite characters. I also like C!Syaoran because I usually like the meanies, and I can't stand Sakura. She's so perfectly perfect it gives me cavities.
I loathed the fact that Sakura originally seemed so helpless in TRC; I liked her better in CCS when she was able to fend for herself a bit more. That did come out a bit during the Tokyo arc, I suppose, but somehow it just seemed disappointing. She seems lacking in personality, really, though I suppose that through most of the series that was a result of losing her memories.
Fai and Kurogane are probably the most interesting characters - as other people have said, they both show more character development and we've learnt new things about them through the series. Syaoran hasn't developed much as a person, I think, despite all the drama.
I love Fai/ Fye for his 'engimatic' personality. He hides behind a mask of fake smiles and it's always interesting to see it slip. I also love how he's developed over the course of the manga, all thanks to Kuro... I'm a total Fai fangirl... *Sighs and then grins with glee*