(Oh look, I'm not dead!)
For me it started out with Ran (doesn't help she was the first boss character I ever saw), though soon after it shifted over to Patchouli. Then it went over to Reimu for some time, but then I became a massive Shinkitard. Hoo boy.
After ages of Shinki drooling my interests just randomly shifted around, landing on Wriggle for some time, due to my love of arthropods. I think there was a time I also really enjoyed Marisa. Heck, I still do. She has some of the most flashy, funnest spellcards and is a crazy, fun loving lil' witch.
I liked Ran for her cuddly looks (robe + poofy hat + tails), Patchouli likewise for cuddliness and magical expertise (and I freaking love purple colors) and Reimu... I can't exactly remember why I liked her. Probably her impressive danmaku patterns in the various games, but maybe I just felt bad for all the flack she got in the fandom. Buuuuut with WaHH and other side-works I can now quite understand the negative views on bitch on wheels Reimu.
Right now my favorite Touhou is an enormous battle royale between Yukari, Yuyuko, Yuuka and Yamame (the Y thing is pure coincidence, honestly).
What the first three share in common is that they're whimsical, elegant, refined and ladylike. They're women of wealth and taste, and exude an aura of dominance and high-standing. These 'regal' qualities are very appealing to me.
Yuyuko is cheerful and has a certain kindness to her being. A very warm presence. She's also quirky and oft-amusing, with her head in the clouds. She seems to be sharper than she lets on though.
Yukari is mysterious and very cunning. She exhibits enormous power and capability thanks to her border manipulation and infamy. With her sage-like qualities, she's a woman worthy of respect. However, what makes her so fun is that her powers and open-mindedness allow for many interesting situations and amusing happenings.
Yuuka is peaceful and enigmatic. Infamous and ludicrously powerful, yet little is known about her. Her love for flowers is a charming quality, and her efforts no doubt have beautiful results. Yuuka seems like someone who would be very nice company for tea time. She also of course has darker undertones.
Yamame is the odd one out, as she isn't 'regal' like the other three. Her design is adorable though, and I just love arachnids and their ravenous natures. Poisons, diseases and miasmas are also neat things to toy around with in terms of powers. Her underground life also creates a dark, mysterious quality. But at the same time she's depicted as a kind, sweet girl with compassion to others. I'm not sure which I like more: the kind Underground Idol, or the arachnid femme fatale.