Utsohu, or whatever her name is from the final stage of SA. Of course, Touhou didn't mean anything to me back then, so I could also say Yuyuko, as her theme was what brought me to the series. Although it wasn't until after I'd played Mystic Square that I showed any kind of favoritism, which in my case went towards Marisa for her awesome power, and Alice for the awesome stage 3 boss.