Can't say I really have favorite characters. I have types of characters I like and types I don't. Can't really say I care for characters with no real powers (Captain America, Daredevil, Batman, etc). I think they're boring. Characters just above them (Spiderman, Wolverine) aren't much better.
I tend to prefer stories with characters like Thor and Silver Surfer though I've never really cared for Superman. I also like powerful female characters (Wonder Woman, Sersi, She Hulk).
As long as it's not overdone I like stories with Uber beings like Galactus and the Celestials.
Comics are all about fantasy and it's more fun to feed the imagination with totally impossible beings that can't really exist as opposed to stories about what could be my neighbor in stupid looking tights.