I tend to find that, in a lot of cases, characters that can seriously kick my butt also happen to be really high on my list of favorite characters. This is far from consistent, I actively dislike Reimu, Sanae, and Kanako, and many Extra bosses are fairly "meh" apart from Mokou. Not especially fond of the Moriyas either... However, Patchy, Sakuya, Remi, Alice, Youmu, Yuyuko, Marisa, Momiji, (Might as well include her :V) Orin, Utsuho, and Byakuren all seem really freaking awesome to me. To a somewhat lesser extent, Chen as well <_< >_>
Who else tends to find that some of the bosses that they really have trouble with also happen to be characters that they really like?