If we talk solely about looks (costume and make-up, wig, accessories/weapons and bearing), I'd have to say Bing Yi. He is the epitome of ethereal and I wish we'd seen more of him and his sword dance.
But if we talk more about feelings and "vibes", then Pei Si Jing has taken complete hold of my heart. I felt lukewarm towards her at first (mainly because she appeared for the shortest of time among the demon hunting bureau squad), but she slowly and steadily made way into my heart. I loved and love her character and her charater growth. How badass she is with a weapon while being helplessly awkward with emotions and opening up with other people. How fierce and brave and caring towards the ones she loves. I think Cheng Xiao really did a great job at portraying all of the facets of her character. She appears cold and stoic, but she actually has so many little gestures and expressions, if you pay attention to it. Subtle, but there are.
The scene that really made me fall in love with her is when she slaps Wen Xiao to snap her out of it (I won't say more to avoid spoilers), because it's the peak of her journey as a character and shows how deeply she came to trust and care about her friends. Plus, the emotions she expressed in that scene without saying a word...
And, needless to say, the whole storyline with her brother was one of the highlights of this show (and a quite underrated one).
Do you have a favourite character?