Wendy is my fave, you all know. She fits right in with the rest of my favorite characters, and while I know that she despises Peach (calling her a poser in Mario & Sonic Rio 2016), I pretend that doesn't exist and headcanon them as good friends. I smile if they ever both end up on my team in a round of Mario Kart 8 Deluxe. They (as well as the other girls) should always be united.
After her is Lemmy and Larry, who I guess I like equally.
Then Iggy and Morton, they're fine and I have nothing against them.
Am indifferent towards Ludwig, and Roy is my least fave...Wendy should beat him up more like in Mario & Luigi Paper Jam.
Also, I will say that I liked Iggy's portrayal in The Adventures of Super Mario Bros. 3 and Super Mario World cartoons a lot more where he was Lemmy's twin brother (they were named Hop and Hip in the show) and they were the youngest koopalings. They were adorable in the show (probably thanks to Tara Strong voicing them) and it was cute how they'd finish each other's sentences.