Azrael is far and away my favorite character. I've loved his work and have enjoyed losing to him each time I faced him.
Griffin is one of my all time favorites as well as Soldier. They're completely different, yet a lot of fun to read.
Feud wise, from a personal perspective, I think the Duke/Madison feud, the first Duke/Azrael feud, and the Duke/Griffin feud stand out to me. I loved working with and against each of them. Unfortunately, I lost to all three, but its cool.
Wyatt v Austin was fun too, and I think Austin is kind of underrated.
Heyman v Ozy has been a blast as well.
On a non-personal level, I have to say the Eli/Congregation vs

/Administrator feud was pretty awesome, even if the outcome was somewhat predictable. It had a nice steady build and I like that kind of thing.
Even though it predates the vast majority of the fed, Sid Feder v John Madison was pretty fun to watch develop. If and when blonde Sid Feder, the Brian Pillman version of Sid Feder, the REAL Sid Feder returns, I'd love to see that one rekindled. They never really did get a one on one encounter.