Favourite female character:
Ellen. I know it's not a politically correct view, but I'm perfectly happy for the show to kill female characters if they give them heroic deaths like hers (not to mention Jo's) in Abandon All Hope.
I also like her telling Dean he'd better phone next time in Good God, Y'all:
ELLEN
You can't pick up a phone? What are you, allergic to giving me peace of mind? I got to find out that you're alive from Rufus?
DEAN
Sorry, Ellen.
ELLEN
Yeah, you better be. You better put me on speed dial, kid.
DEAN
Yes, ma'am.
Also from Good God, Y'All:
ELLEN
What's your instinct?
DEAN
My instinct? My instinct is to call Bobby and ask for help. Or Sam.
ELLEN
Well, tough. All you got's me, and all I got's you. So let's figure it out.
Runner up: Bela! She may have few redeeming features, but it's fun to watch her repeatedly get the better of the Winchesters.