I don't really have an order, but these are probably my favorite.
Rubeus Hagrid - Both in the books and the movies, just a great character. One of those I would consider unforgiveable to kill off.
Molly Weasley - I could put the entire Weasley family as one of the best parts of Rowling's entire story, but Molly is the heart of it. Out of all the parents we see in the series, the Weasleys are by far the best parents. Molly will do whatever it takes to protect her family and immediately takes responsibility for Harry, loving him like her own child. Just looking at the qualities and actions of all her other children (minus Percy), you see the quality of her parenting and values she passed on. Though I thought she was perfectly cast and portrayed in the movies, I just wish we had been given more like we do in the books.
Remus Lupin - My favorite teacher in the entire series. The books definitely give us so much more great stuff with his character than we get in the movies. I love his scenes with Harry from the books, and love his backstory, as well as how his life changes in the last couple of books.
Albus Dumbledore - Definitely the Dumbledore of the book, and NOT the horrible portrayal from the movies (Richard Harris was great). My favorite scenes in all the books were always Harry's sit down with Dumbledore at the ends of the stories. This is probably why HBP is my favorite of the series. People criticize how he did things, but he is not perfect and definitely made mistakes. However, his scheming and plans ended up being successful.
Minerva McGonagall - I have ALWAYS loved McGonagall and thought Maggie Smith may have been the best casting of a host of great castings for so many of the adult actors. She's a fantastic teacher, she is fair, she is strict, she is powerful, she is courageous, and she is loyal. Buys Harry his first broom and later shows her loyalty to Harry and Dumbledore by dueling Snape like a boss. She then leads the defense of Hogwarts against Voldemort and his followers. She seems to be willing to do anything to protect the students of Hogwarts. McGonagall is an all-time badass. I just wish we had gotten even more backstory about her. Hell... I would watch a TV series about her life. Why aren't we doing that?