My favorite BlazBlue character is Litchi. Unfortunately she's also one of the more fanservice-y characters, but that's not why I like her.
DOA Volleyball is just not very much fun. One of the things you can do outside of playing volleyball with horrible game mechanics is give the other girls presents. At first I was like, "Oh boy, it's like Animal Crossing." So I bought a purple flower and wrapped it in purple paper to match Ayane's purple hair and gave it to her. She didn't even want it! How ungrateful! At least the animals in Animal Crossing receive your gifts gratefully!
So I guess my favorite DOA characters are now Tina and Helena. But I don't really have any good reason why.