Sayaka. I think the way she was written was pretty clever. She's essentially a reversal of the stereotypical hero. If it had been any other anime she would have been the protagonist. What happened to her was a pretty cruel twist. She's also one of the more complex characters in my opinion. For example the whole thing with Kyosuke. She didn't necessarily want Kyosuke to be healed, she wanted to be the one to heal him so he would finally recognize her. Much in the same way that she doesn't just want her friends to be safe, she wanted to be the hero who protected them. It isn't until the end that she realizes everything she did was just for her own ego.
I like all of the characters, Sayaka just seemed really fleshed out and relatable though, even if she is terribly abused throughout the entire anime.