I've never really given it much consideration since characters in Pok?mon don't generally get all that fleshed out. That said, there are some that I like more than the rest.
Listed in the order I encountered them rather than any sort of ranking:
Misty: More for her anime portrayal than much of anything from the games, to be honest.
Erika: Compared to the rest, not a whole lot to say about her actually. Grass is my favorite type, and Erika's the most memorable of the Grass-type Gym Leaders for me. Also, the Rainbow Badge looks nice, probably the best looking badge in the series to date.
Sabrina: Growing up watching the anime while playing the games, Sabrina stood out amongst her peers due to her demeanor. I also like the Psychic type a lot (though it's not my absolute favorite), so she's all good in my book.
Wallace: His fashion sense is great, he's fun to battle against, and he's a real standout in Hoenn due to his roles in the stories of the games he's in.
Burgh: Bug Pok?mon are good as far as I'm concerned and made for interesting Gym designs, he was helpful, and he has a nice design himself. It's a shame that Lurantis was part of a later generation and that it's just strictly a Grass-type Pok?mon, because Burgh with a Lurantis just feels right.
Elesa: Nice design in the original Black & White, her Gym layouts were fun, and she encourages people to embrace differences in others in Black 2/White 2. One of the stronger reasons to like a Gym Leader for me, so she's up there near the top.
Clay: To be honest, he's not one of my favorites on his own. He's mostly forgettable. That said, he encourages people to keep an open mind and try to see things from perspectives aside from their own. That's a good message, and Clay's merely the vehicle they chose to convey it through. So, yeah.
Olympia: More for her Gym's layout than for her, to be honest. Anistar City's Gym is just really neat. That said, her outfit looks nice, especially that cape.
Wulfric: Just a really good polar bear of a man who looks after abused and abandoned Pok?mon in the Pok?mon Village.
Olivia: Her design is just fantastic. I also like that she owns the jewelry/accessory store in Konikoni City, since that's a neat little place and because it adds some more "realism" I suppose. Also, I mean, if anyone is going to be the owner of that store then it would be her, just look at all of her accessories.
Nanu: One of the best personalities not only in Sun & Moon but in the entire series, he actually has some backstory, and and he uses Dark-type Pok?mon. Really good.
