Rico from Gunslinger Girl would have to be my least favorite character in my favorite series--she seemed almost on the verge of acting human in episode 3, but her brainwashing was just too powerful and she remained a wooden puppet. It was creepy enough when the show came out, but lately reminds me of my wife after she watches Glenn Beck, which is really creepy.

As for favorite character in my least favorite series, well, I only watch series that I like, so the question is moot.

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