Edward was such a tromented soul, my heart wrenched every time something painful happened to him. Like at the 5th lab and when he had to kill Sloth. You just want to reach out and embrace him, tell him everything is going to be ok. Even though it's not.
I think that was one of the main reasons as FMA became so important to me. It wasn't just one character I had come to care for, but many. My favorite will always be Roy. Well, now I have to say my favorite is Roy & Riza. I don't know if I can physically seperate them from my mind.
I really like Al too. I thought Winry really developed into a great character. I liked her portrayal in the movie. Even though she was cheated when it came to screen time.
If memory serves, my next favorite character early on was Leiutenant Ross. I was alway fearful they were going to kill her off. I was relieved she made it through the series. I liked that FMA was full of strong female characters that could take care of themselves.
Izumi was pretty cool too. I also liked the way Lust developed in the anime (I don't like her in the manga). Toward the end I was starting to feel like a Scar fan too. There really were so many awsome and memorable characters.
Oh yeah, how could I forget who is likely to be the most memorable of all. Maes Hughes. The silly and yet serious guy that was loved by all who knew him. Why do guys like him always have to die? He was so full of wisdom and yet put a lighthearted twist on everything.