I never played MegaMan 9 and 10, but I played the others.
MegaMan: CutMan, IceMan, ElecMan
MegaMan II: HeatMan, AirMan, CrashMan
MegaMan III: SnakeMan, SparkMan, ShadowMan
MegaMan IV: DiveMan, ToadMan, DustMan
MegaMan V: NapalmMan, StarMan, ChargeMan
MegaMan VI: PlantMan, CentaurMan, KnightMan
MegaMan VII: ShadeMan, TurboMan, SlashMan
MegaMan 8: AstroMan, TenguMan, SearchMan
MegaMan & Bass: BurnerMan, ColdMan, DynamoMan
MegaMan 9: GalaxyMan, PlugMan, SplashWoman
MegaMan 10: SheepMan, NitroMan, StrikeMan
For a single favourite, I'd take DynamoMan for his name, cuteness, and electric personality.