just finished it and err....
i say sayaka and her masochism.
Heh, I realized the poll got closed.... I'll leave it open.
Kyouko really wasn't developed that much, plus she's somewhat portrayed as a bully - I expect she gets the least votes because of this.
Sayaka probably next, although she's not really a bad character IMO - not as thinking/judging as Madoka, but tries her best and in the end, realises the folly of her own doing.
