I don't know why, but I also don't really like the cousin as well. I think it might be because of her role. She just actively dissuades the over the top moments in the manga as opposed to the straightmen girls who just call it out but don't stop it (usually).
Favorite? That's a tough one... There are way too many good ones for me to pick a favorite, there's Momoha with her gambling and drinking addiction (... Don't ask me why I find that attractive, I got no clue either...) there's Naddy the "american" cowgirl, there's Mimimi who's clearly just perfect in every way, naturally. And the list goes on.