Out of the travelling companions, I liked May's personality the best and her rivals were great, but the way her contests were handled left me cold. I prefered Dawn's realistic, compelling and interesting storyline even though she had a less comedic, but in my opinion more endearing personality (though she has some really funny moments here and there too). Ursula (who oughta be a choice) is right up there with them as far as female characters.
Those are my top 3.
Those are my top 3.