Kyo Sohma. There's no contest. Of all the Sohmas, his curse is the most difficult to overcome, and as an outcast, even in his own family, he is basically alone for most of his life. Filled with unnessacary guilt, depression and anger, Kyo lives his life in a constant cloud of darkness. Once Kazuma takes him in, Kyo learns that he can trust some people, but he begins to blame everything horrible about his life and situation on Yuki, and becomes determined to best him at everything. Once Tohru enters his life, things change. He learns how to be nice to people, by learning to appreciate Tohru and take care of her in a way he doesn't even notice consiously. His care for Tohru motivates him to become more positive about his life and situation. He begins to appreciate each day that the curse doesn't loom over his head. But once Kazuma decides to reveal the truth to Tohru, Kyo becomes terrified of something he never thought he would, losing someone. With his true form revealed, he runs, remembering all the bad memories of rejection from his family, one by one. Tohru goes after him, which makes him realize that he can be accepted and makes him understand that his life is something he can change by changing his attitude. From that point Kyo vows to appreciate what he has, every precious moment that he isn't locked away and ignored, he grows to love Tohru and does what he can to be there for her and treat her with the same kindness, understanding and support. From his awkward ways of apologizing to his honest statements of worry, Kyo sees behind Tohru's masks and accepts her faults in a way no other Sohma is able to do. Instead of seeing Tohru as a saint, mother or naive victim, Kyo sees her as a person, and in that, he eventually sees himself as a person who deserves happiness, kindness and love.
Although it's easy to feel sorry for Kyo, especially in the beginning of the series, it easy to love him for the amazing challenges he overcame, all the positive characeristics he learned, and the way he learned to accept and love himself. Watching Kyo grow, from an angry, depressed and lonely person into someone with goals, dreams and ambition really made the story of Fruits Basket for me. Because his story was the darkest and most difficult, his triumph was the most impressive. He develops a strength that none of the other Sohmas could even imagine, and he accepts himself long before any of the other Sohmas can.
Kyo Sohma is my favorite because we see all sides of him, his faults, past mistakes, his habits and his perspective. He is never fake and his confidence, even when he blamed everything on Yuki was admirible and powerful. In a sentence, Kyo isn't perfect, but that is why I love him.