I've never tried writing Lex, but I think I would have problems with the current version of the character as seen on L&C as well as the current comics continuity. I always loved Lex as he was written by Elliot S! Maggin in "Last Son of Krypton" and "Miracle Monday" and I have difficulty appreciating him any other way. He was the irreverent outlaw who was just looking for someone to have an intelligent conversation with. Well, have a conversation with as he broke all of those stupid laws society had incorrectly made anyway.
As for characters I love.to write...Lois, of course, jumps straight to mind. I really didn't think I would enjoy writing her as much as I did, but once I started I fell more in love with her than I had already been. I've even started working on a sort of stand alone Lois story. It's been fun just watching what she would do next because honestly I sometimes didn't know.
I do agree with
Shadow in that I think supporting characters are a bit easier to write because there isn't a whole lot there from before so the writer can feel free to make them lean this way or that.