Favorite character: Kain, from FFIV. But that might be because his attitude reflects my own away from the computer. Least favorite: That queen from FFIX, I think her name was Brahne? Her attitude and appearance was just... ugly, literally.
No man, FF6 is the one that has Terra, Locke, Kefka, etc. FF3 is originally not released in NA, so SquareSoft retained the numbering sequence and made FF6 (in Japan) to FFIII (NA). FF3 is released for the NDS before FF4 was, but that's the real FF3, not the one with Terra. I hope that clears your confusion.
The best was character was Gogo, and also Kefka. But the real friggin' worst was Cloud. Awww, your girlfriend just died, BOO HOO.