I actually liked Allanon but Walker now... I most seriously did not like his character. I knew that he was to be important but hmm, I'd think I would have classified him as the classic whiner. They way Terry Brrokks written him gave me the impression that he really had no rhyme nor reason to be in the book. As I said before, I knew he had to be important as most of Terry's characters are at some point in time in each book, but hey Walker could have been a bit more aggressive as opposed to being a whiner.
As for other characters, Shea Ohmsford and later on Brin Ohmsford have to be my most favorite characters along with that elven girl that one of the Ohmsfords (Par?) falls in love with.