I will only pick characters from first generation fallouts, since i haven't finished, Fo3, FoNV, and FoBos, yet.
(but i get the feeling only those of FoNV will have chances to be on that list)
1. The Master - Probably one of my favorite characters from any medium. A character looking and sounding like none else, with an intriguing backstory and mysterious powers.
That is a vilain with noble goals that can be dealt in many ways. Also a great exemple of Replay value. I didn't met him and wasn't aware of its existence on my first playthrough...
2. Myron - He embodies Fallout 2 in my opinion. He is despicable, evil, not aware of it, and so much fun. So much guilty pleasure talking with him...
3. Marcus - My favorite post-unity characters. Manage to defend the unity in a reasonable way, while being a major factor in possible peace and coexistence between Ghouls/Mutants/Norms.
Amongs super-mutants, he seems the only one that manage to put himself together and force every races to put aside their differences.
I hope we will be in some sequel, get a more important role, as an embassador of super-mutant, in a human nation, with a human secretary whose height is less than a meter.
Also, his best friends were humans and the way he talk in Fo2 is amazing, like, i don't hate you but don't try to fool me. You can't fool Marcus.
4. The Lieutenant - While pale compared to the master, he is a great character on his own. The well educated super-mutant will never get old. I hope some sequels will mention him. A character like that should never be forgotten.
5. Set - It tend to like him more in retrospect. The ghoul that seems to hate everyone and lead a gang of crazies ghoul is in fact what hold the city together and prevent things to get worse.
Beside that, i prefer norms to smoothskins. It implies that ghouls are better.