From least-to-most-favorite.
Pre Vizsla
Truth be told, I don't like this character that much. But the fact that he's a Mandalorian who wears the actual armor and does the kinds of things we'd expect from a Mandalorian gets him points.
Cad Bane
He actually gets on my nerves a lot, what with his constantly repetitive plots. (Cad Bane goes somewhere to steal/kidnap something/someone and narrowly escapes Jedi capture. Rinse & repeat.) But at the same time, he's a credible non-Force user threat that evokes the gunslinging nature of the Original Trilogy.
Asajj Ventress
Technically she was around before TCW (being in the previous Clone Wars animated series), but she's really been treated with respect here, mostly in the 3-part Nightsisters trilogy of Season 3. Her connection to the Dathomiri witches (previously only seen in the Expanded Universe) is very cool, and she's given a ton of focus as a developing character. It's also just great to see more dark Jedi than Dooku and Sidious, neither of whom are very cool.
Savage Oppress
Dumb name; serious Sith apprentice. Savage might be a little shallow, but he's got a ton of potential, and his connection both to the Dathomiri and to Darth Maul are really great.
Commander Wolffe
His no-nonsense attitude is entertaining and his cybernetic eye is really cool, but the real reason he's on this list is his awesome new Season 4 armor. Yeah, it's that awesome.
Captain Rex
Rex is a character that hasn't gotten much to do in the show other than follow orders inside his cool custom-painted helmet, but in a few episodes (Season 2's "The Deserter" and Season 4's "Darkness on Umbara") Rex showed some real unique character, breaking from the static clone programming. It makes me wonder how Order 66 will play out with these new character developments. Will he resist the order? Can he? Can any clone? We'll just have to find out.
Domino Squad
Plo Koon
So Plo Koon was already in every one of the prequel films. But he never spoke or did anything important other than apparently die, so I count him more as a Clone Wars character than anything else.
He's a very, very OT-style character. He seems wiser than just about anyone else, and is skilled enough with a blade and a starfighter that he gets a billion cool points. I actually like the duo of Plo and Ahsoka better than the Ahsoka/Anakin pairing.
Ahsoka
Ahsoka may be the most unlikely fan favorite ever. In spite of her rough start, she's grown into a mature, relatable, and amazing character. She's a perspective character, like Luke in the OT—a type of character sorely lacking in the prequels. She's the closest thing The Clone Wars has to a central character, and is much of the reason why the show has been as well-received by fans as it has been. Ahsoka is easily one of my top five favorite Star Wars characters.