Elijah, Elijah, Elijah, Elijah, Elijah, Elijah... I'd have to say, he was a compelling enigma before I played Dead Money, and once I MET the guy, I was floored by him. He's pragmatic to a fault, despite his lack of presence has a COMMANDING "presence", and although his vision is warped- and his methods cruel and inhumane, at best! -on some level you can respect his intentions. That, coupled with his sheer badassery, and the volume of his accomplishments despite being just one frail, old man with no force at his back, simply won me over ten-fold! =)
For very similar reasons I adored House. He was just so cool, and when I tried playing the game to get the different endings, I found it GENUINELY painful not to side with him. At his best, he was an amusing, insightful, visionary for the future of mankind. At his worst, he was a condescending, amoral, well-meaning architect for a distopic future. It's impossible to hate the guy! ^^
Surprisingly, while I hated the Legion, I really took a shine to Caesar, himself. I practically abandoned House/Yes Man to sign up for Caesar the moment he gave me his speech on Hegelian Dialectics. It took Marcus's wisdom to show me the error of my fondness for the man; "Most Legion follow Caesar, not what he stands for. Once he's gone[...]"
Like Elijah, I was wooed by Ulysses before I even met the guy, and he's by far my favorite villain of the entire Fallout series (well, right behind Frank Horrigan)- and yet, we're not so different, he and I (the Courier). That was fantastic story and character writing, right there. Not quite enough to elicit an immediate spot on my favorites, but unforgettable, to say the least!
I loved Boone's backstory, and it was some of the most compelling material of the non-DLC game, but as a character I never took much of a liking to Boone.
I liked Yes Man, but not so much that he ever came to mind when the subject of "favorite character" cropped up.
I didn't hate Benny, and as much as he was built-up as a villain from the very start- and despite how he'd turn on you at EVERY given opportunity -his goals and dreams and his charisma just made me like him, up to the last second before I put him out of his misery.
Like Elijah or House, I was eating up every bit of legend and backstory (mostly legend) about Graham, but unlike them, once I met Graham in person, he ceased to be so awesome. Still a great character, but he fell short of my expectations.
The Remnants deserve a mention, particularly Arcade because you interacted with him the most out of all of them. Without them, the Enclave would never have captured my respect, because they were always a faceless organization conducting the most heinous acts, nurturing the most disparaging of humanity, while hiding behind the Stars and Stripes to mask their agenda and paranoid delusions. The Remnants made them seem glorious, if flawed, and that's fucking remarkable!
Really, I could go on, and I'm sure I'd feel like I NEED to list more, but it's fair to say that MOST characters New Vegas were just stellar. It's like having to pick any single one out of a stack of ten-out-of-tens... =)