I can't like Alex too much, frankly. Don't get me wrong, she's a great character and I expect her to mature as the story progresses, but I've had exes with similar personalities. Trust me: that whole "sultry" attitude is charming at first, but being constantly on your toes due to her pride and sense of "competition" is tiring. Not fun in the long term.
Choosing a favorite is much more difficult, though. It's usually Luna (she's intelligent, has got a gorgeous body, great style, jet black hair and is such a sweetheart), but that spot can easily be taken by Dalia and Nancy, depending on my mood. Mostly Nancy; I'm a breast man and she's intelligent and funny. Dalia has a few immature moments (understandable, given she's one of the younger characters), but she exhudes charm efortlessly and I really enjoy her sporty, ambitious attitude.
Penny is, together with Nancy, the one who most caters to my preferences when it comes to body type (once again, breast man) and is definitely my favorite after the ones above, but I'm not a fan of blonde hair and her down-to-earth characterization obfuscates her a bit, at least for me. She's smart, but not as much as Nancy (who has the same body type); she's charming, but not as effortlessly (in my view) as Luna or her sister; she's open-minded and is willing to explore nerdy interests, but that clashes with the memorable tastes of the rest of the cast (like Luna's and Nova's); her backstory is charming, but I don't find it as fascinating as Luna's; she teases like a champ, but Nancy kicks it up a notch; she has a huge heart, but so do all the other girls. Also, she has a past with the MC, but nothing as deep as the connection he has with Annie. Penny's semi-famous (her most unique trait), but... well, I don't really care much about that.
I didn't expect I'd ever say this when I first saw the LIs, but Penny strikes me as the "safe" choice. She's the jack-of-all-trades, the most "normal" girl of the whole crew.