My favourites are Sheila and Bently. Sheila is awesome! She has a great design and her personality is cool. I think all of her challenges (besides the Sunny Villa one) were quite fun and challenging. She's awesome just for the fact you get to hop so high as her, too- it was really fun to do that.

Bentley had a great personality and a cool design and I thought all of his challenges were fun, very different from the main game. I only wish that we got to see him more. I don't think he's very slow, but that's how yetis are supposed to be, anyway. I always thought Agent 9 was slower, personally(and that always baffled me, because he looked like he would move faster). >.>
I also like Sparx because, well, it's Sparx. And it was cool that you got a bonus when you finished one of his levels.
