For me it's Connor. I just think the dude is a badass and a pretty interesting character.
Altair is my favorite. Revelations did a much better job at establishing who the character actually was. That moment when he is 80 years old, climbs up the mountain through the assassins, and kills the usurper of the throne with the first gun was one of the most epic things I've ever seen. Ezio has the best personality though, and Conner had the coolest uniform. Haven't play AC4 yet.
Ezio.As said earlier he was the most established character and who made the assassins what they were(don't forget Altair though)He was a big influence to assassins in all of Europe.Conner least favorite due to personality and how hot headed he was but my favorite AC game behind Brotherhood