I haven't tried Wolgraff so far. I am liking Bairdotr a lot but not noticing much of a backstory. Yet.
I felt Jahan was a bit of an ass when I finally got to see what his whole tale was and what had happened to him. Madora was the char I most disliked. Her hillbilly sentiments really rubbed me the wrong way but at the end of the game (no spoilers will be revealed here) when I finally got her full story I found myself being rather more sympathetic towards her so oddly enough my favorite right now is probably Madora.