Roscoe. He was in my very first AC town in CF, and he was my favorite. I've actually gotten him in my AFe+ town as well. His house is awesome, he looks awesome, everything about him is awesome. When I get my second copy of New Leaf I'm probably going to hunt him down in the VTP... He's basically the closest thing I have to a dream villager.
Peanut, oddly enough. She moved into my main town before I began plot resetting, and when I went into her house to greet her I almost melted. I thought she was one of the cutest things I had ever seen in a video game (along with Mieu from Tales of the Abyss, of course)
I don't really care for the peppy personality or the color pink, but Peanut transcends my prejudices and has become my favorite villager. I adore her.
I can't pick just one. Bob, Wart Jr., Eunice and Jane will always be special because they were my very first in my GameCube. I also love Beau, Julian, Margie, Coco, Ruby, Static, Octavian, and many more. My top five would be Bob, Wart Jr., Beau, Julian and a tie between Coco and Ruby.
I love my Jacques! When I first got ACNL, he moved in. He wasn't anything special to me, but we talked every once in a while and I thought he was cool. Then, the spawn of Satan (Jambette) moved into Nimbasa. I time traveled so hard to get her to move, but I guess I didn't check my villagers good enough because I was given the terrible message "Jacques is moving." I was so angry with myself, but I cycled 16 and now he's back in my town.