Since you follow from Harry's point of view almost exclusively throughout all the books, I'd be hard-pressed not to say him. But besides Harry, I'm quite fond of Neville Longbottom and Cedric Diggory. Neville's a very interesting and sympathetic character in his own right before (since you're reading Order for the first time, sean, I suggest you not read this next part too closely) you find out that the prophecy could have just as easily been about him (okay, we're safe now). And Cedric, I can't explain why I liked him. I'm sure the martyr factor figures into it a lot, but I liked him the first time I read the book, which is why his death came as such a blow to me. I like the fact how his public persona of a pretty-boy champion was built up by those around him, while the real Cedric was much more modest and kind.