I was really, really attached to Rubicante because I thought his fanart was amazing.
I also really wanted to see Godo pull through because I find his story of 'Once proud leader humbled by crushing defeat.' angle really fascinating and of course his complicated, antagonistic relationship with both Yuffie and Wutai is good stuff imo. Godo helped to make that whole bit really interesting and compelling. Like, no, Yuffie wasn't nabbing your materia because she's some random asshole. Good stuff.
I really have no connection to any of them except Judge Zargabaath only because FFXII was my favourite game, and I'm sure they had a layer of character thicker than others. Fujin and Wedge probably come second a third, but Fujin was a one-trick pony, and Wedge I can only vaguely remember anything about. My only exposure to some other characters is from FFBE. I'm guessing Orlandeau is probably a bad ass character, but he doesn't get to stay in my nuclear bunker because I don't know him. Cruel world.