Scipio/Xerxes was my favorite character simply because he managed to stay alive for so long.
From the Union side: probably Cincinnatus Driver because he was such a badass, followed by Chester Martin, because he came across as an Everyman sort of character, i.e., a regular guy who fights in the Great War because his nation needs him and returns to battle in the Second Great War because he knows the country needs him again.
On the Confederate side, probably Reggie Bartlett, mostly because while he was a white Southerner to the core, he did try to stand up against the Freedom Party, even though it cost him his life. I think that his views about the races did change somewhat for the better, given that he is a white man after all. You have to wonder what he might have done had he lived to see the rise of the Freedom Party and if he would have continued to stand up against them.