I know it's hard to get emotionally involved with characters from the Pokemon games, since they might as well be made of cardboard, but is there any particular character you like for some reason?
Personally, I like Shauntal. She's a writer (and she's creative in other ways too, since she designed her own scarf), she's responsible (you can often find her relaxing at Caitlin's villa, but even then if you go to challenge the Elite 4 right away she'll be there and ready for battle), and she gives you a different quote from her books every time you challenge her! That almost makes her feel as if some thought had been put into her programming, unlike almost every other character.
I also like Cheren and Bianca because you can see their chatacter development throughout the games, and it's not quite as forces as with other rivals, although once the plot is over they're stuck repeating the same phrases again and again, like most other characters.
Funny how all my favorite characters are from Gen 5, although I did skip generations 3 and 4, so there may be some interesting characters I'm missing... Cynthia seems like she might have some depth. Does she?
If I have to pick a character from any other generation, I'd say Koga because of his battling techniques (it was nice to see he got promoted in Gen 2) and because you get to meet his daughter after you battle him (assuming you play the games in order).