Gosh! I find this question harder to answer than if you had asked me who I liked better Sherlock or John?
All of them are such wonderfully realised characters.
I think this show does secondary characters really, really well.
Molly is a real touchstone for a lot of audience members - she is infatuated with Sherlock and yet comes with some level of understanding that he can be a complete bundle of contradictions... cruel but kind, hyper-intelligent but naive, loner but lonely, cold but caring. I think because of her growth as a character (and how she now she views Sherlock more realistic now) I connect a bit more closer with her than the others in this poll.
But then I start thinking of how well written the others are and it makes my choice of Molly weaken.
I even had a hard time dismmissing Anderson and Donovan. As kind of "baddies" (after all, they did spearhead a drive to discredit Sherlock in TRF) they are so totally good in their badness!
I love their sauciness and their determinedness to give Sherlock his comeuppance. Even Donovan's nasty little name for Sherlock in ASiP (freak) made me smile (I think it keeps Sherlock's Byronic Hero character in balance).
And Mrs. Hudson - she really is such a dear! I think she even likes Mycroft (which is particularly difficult to do!). Although she is sometimes completely puzzled by Sherlock, she tries very hard to accept him as he is and feels like a surrogate mother to him. What's not to love about "Hudders"!!
Lestrade, kind of reminds me of a rougher version of John in a way, so I just am compelled to like him. In TEH the jig is up as to whether Greg really likes Sherlock as a person (that hug was so genuine). 
Irene Adler - she has the panche and intelligence to attract the mighty egoist Sherlock! That alone gives her a berth in the pantheon of Holmesian characters! She is just as much of a drama queen as The
Great Detective himself. She's got style. And although her attraction to Sherlock brought her to her fall it also brought about her salvation.
And finally, Mary Watson. I love Mary. She is funny and brave (like John). She is mysterious and a contradictory character (like Sherlock). She helps me understand both John and Sherlock better. She could have been a jealous character but she isn't. She likes Holmes and Holmes likes her. That's enough for me.
They're all so great!
I think it is still Molly by a hair's width... but just barely!
-Val
