I might incur the wrath of some here but I have to say that my favourite characters of all were Big Jim and the Chef.
Some of Big Jim's dialogue had me laughing out loud (his "roast beef with Jesus" lines were pure quality when I mentally pictured the scene) and the Chef for the same reasons. I used to have a friend who was a little like the Chef (though I'm pretty sure he wasn't on the meth!) and I think that maybe certain fictional characters can become endeared to us if we can relate to them on some personal level.
One of Stephen's greatest skills is the way he creates depth with his characters and makes them unique.....I think in a novel like UTD, every reader will encounter a character who reminds them in some way of somebody they know, or used to know and that is one of the things that make this book so great.