WC3- Used to be Maniac and later Flash, but I grew tired of the fact that they wouldn't follow orders since it screwed up my strategies for completing certain missions. After that I would fly with Vaquero. He seemed to be able to take care of himself and I didn't have to watch out for him as much.
Vaquero wasn't my favorite personality, but I liked that he was a nice guy and a musician even though he wasn't a very good musician. You could tell someone just taught him barchords and he was struggling to get even those when he played. Maniac was my favorite personality since he was always amusing. I also liked Flash because he was competitive and I always liked to get every kill before he could get one.
WC4- Originally Primate, but I did a little competition with the wingmen to see who did the best. On nightmare level: I took a Banshee, and went to a mission where you start out facing three Thunderbolts. I immediately said "break and attack" and did a complete 180 away from the combat scene and hit afterburners and autoslide. I just waited to see how my wingmen did. Some of them survived longer than others, but I was surprised to hear Yeager exclaim that he made a kill ("Takedown" or "Enemy Down" don't remember which). After this he promptly died, but he was the only wingman to score a kill. After this I used him regularly and Primate when Yeager was sick from ejecting.
Personality wise I liked using the girl on the Lexington carrier (Vero, I think) who said "Where's my hero?" when she was in trouble- fed my ego really well. As far as in-game personalities Primate was the first to defect to the Border Worlds- even before Eisen. Unfortunately we never get to talk to him. Again, I like the Maniac because he's hilarious.