Definitely Bellegar. Because he stays funny during the whole game. But he's closely followed by ZixZax and Rhode.
Oh and Amdusias (MAXOS!) and the well-demon (Oh Bugger..) are in my list of favorites as well
Seriously, in the expansion when you get the dialogue choice to tell the dying man something like "When you get to the hall of echoes I want you to find an old friend of mine named Amdusias and give him this message for me....maxos"
