Favorite Characters

What do our favorite characters say about us?

No, not behind our backs, silly person. They’re fictional! I mean, why do we like the characters that we, as individuals, like? Is it because we can relate to our favorite character? Is it because they’re someone we’d like to be friends with? Or is it some ineffable combination of reasons that we’ll never know?

I got to thinking about this while reading The Wheel of Time books. I think I quit the series the first time in part because a character I really liked (Perrin) became involved with a character I really disliked (Faile). But what about those imaginary people gave me a strong enough opinion to even care who they dated? …other than a book-character crush, which I totally had (have?) on Perrin.

Take Anya. She’s my favorite character on Buffy the Vampire Slayer. (Sorry for all the Buffy references lately. I’m still sick in bed and having a marathon.) But why is she my favorite? I’m not exactly “newly human and strangely literal.” I have no experience working as a vengeance demon, though I do understand her penchant for retail work—though I don’t love money as much as she does. She’s a damn good singer and scared of bunnies, which makes me giggle. And she’s very pretty, but I don’t really have a crush on her. She is very funny, and funny in a way I can appreciate. 
But Xander’s funny, too, as are most of the characters. So why does Anya appeal to me more than the rest?
Meanwhile, my fiance likes Giles (probably because he can relate to Giles) and Willow (she’s a cute, funny redhead). Maybe you like Tara, reader, or someone else entirely.
How about Star Wars? I never really liked Han Solo, even though everyone else seems to find him completely cool. Even when I was twelve I thought he was an arrogant, irresponsible jerk—sometimes you just can’t change a first impression. I loved Luke, though, and not in a “he’s dreamy” way. I pretty much wanted to be him, but, you know, female.
So it that the winning combination, then? A mix of traits we like and traits we admire? I don’t really think so, because frequently we like the baddies more than the good characters. Evil Angel is much more fun than regular Angel, after all.
Any thoughts? What makes your favorite characters your favorites?