Cloud's up there. His character transition, his awkwardness, his mental issues, and his sense of humor are all very engaging to me. I also thought his relations to the characters was fairly well done, despite the game having several who don't get nearly enough screen time. One of my favorite little gags is early on in the tutorial room where he walks the player through front and back row stuff and declares that "weak characters go in the back," shoving Barret back there. It was such a nice little touch that complimented their shitheaded rivalry at that part of the game.
Celes is up there for me too. She's not as complicated, but she was an engaging foil to Terra, the protagonist in the fist half of the game, and I thought her growth was pretty believeable.
I don't want to say it before I let some more time pass, but Noctis is up there for me as well. I'm a sucker for character arcs about someone growing into responsibility, helped out by tough love from those who care (same reason why I love Tales of the Abyss so much). His growth felt believable, and his relation to the immediate cast members added so much to his personality.
Refresh my memory, why did people dislike Lightning?
Toriyama kind of ruined her for me with how he wrote her in the sequels, and the skeevy design decisions he made later on have kind of tainted my impression of her. I actually think that Lightning in XIII's a solid character - pig headed, extremely flawed leader, selfish and childish (WORST BIRTHDAY EVER), and gradually working through most of it - but then she got put into increasingly ridiculous roles where her flaws were completely glossed over. XIII didn't do a great job showing how these flaws impacting her actions and the story, but making her Jesus was
just a bit goofy.