I certainly play martial and healer PCs more than I ever play casters or skill monkeys, if we're talking party roles.
As for favorite characters themselves, I've had a few, no doubt about it. Tkuk the half-orc from Cailano's Jade Regent game, Caithas the half-elf from an early Pathfinder campaign run by Vlad and Brüna, a dwarven warrior who I played as for years over on another site in a Forgotten Realms campaign who went and got herself married and elected to the Council of Phlan before subsequently getting TPKed.
Really, all it takes for a PC to become memorable for me is a dedicated GM, an active group and for the game to last long enough for me to find her or his voice. Once I really get the hang on a PC, from their tone to their motives to their accent, they usually end up having a fond place in my memory somewhere. :)