Top 5 favorite characters, good question.
Until recently Tony would take the cake, but I have changed my opinion due to his season 6B paranioa.
5) Johnny Sack- Fine acting by Vincent Curatola of making this character as honorable as you can get for a mobster. Johnny Sack always had a certain class to his scenes. His loyalty to his wife Ginny was very nicely done as was his old school ways. But he could have a hell of a mean streak as well, which gave the character great depth. I always enjoyed the Tony/Johnny meetings with the city as the backdrop.
4) Paulie Walnuts- Just a first class creep, but you gotta love him! No one busts balls like Paulie. A perfect example of why they are called wiseguys. You also have to admire his guts of not backing down to guys half his age. Like Christopher, the Cubans in Season 6B. He's a pitbull, except when it comes to Tony, which just makes him even more weasly.
3) Uncle Junior- This is more the case of Jun from Seasons 1- 4 and parts of season 5. I hate how they went with his character with the demensia and everything. I just feel he is too important and memorable character to not be featured more. I feel kind of cheated. I just love the general quirkyness of his character and of course those big Mr. Magoo glasses. His delivery of lines and jokes are amongst the best in the entire series.
2) Tony Soprano- Until this season he was probably my favorite, but I am growing sick of his actions. His paranoia, drug use and gambling are all contributing to his downfall as a mob boss. The once invincible is showing many cracks. I have always found a way to excuse his actions in the past, but his cold blooded smothering of Christopher was to me, the same as if he did it to AJ. It has me now hoping Tony gets what he deserves at the end of it all (jail, death, family abandoning him either one would suffice) Still the most intriquing, deepest character in the history of television. Fine job James Gandolfini.
1) Christopher Moltisant- Michael Imperioli's job with this character has always been a highlight of the series for me. The growth from the beginning to becoming a Capo, his relationship with Adriana as well as his relationship with Tony. The Sopranos is a lot of things for a lot of different people. To me it was the relationship between Tony and Christopher. The tough love, mentor and protege, father and son type bond, frustration, loyalty all made this a dynamic relationship. Christopher's loyalty to Tony after Adriana confessed her FBI admission, while heartbreaking from the Adriana perspective was kind of touching in a strange way when it came to the Tony/Christopher relationship. Christopher really meant it when he said he would follow Tony into the gates of hell and he proved it. I just hated how it played out in the end with these two.