A lot of people are saying 'the companions', and I totally agree, but I'll go even more specific than that. It's not just that the companions have interesting backstories and opinions of the things you are doing throughout the game (though those things are AWESOME), it's also that they have a sense of humour!
My God, nothing lifts a character from being a 2D shell of a person like giving them a sense of humour! That really makes them come to life. And I don't mean just making them a wise-cracking 'Chandler' either - humour can be subtle and comes in many different forms. Shale was bitter and acerbic, Zevran and flirty and cheerfully irreverent, Morrigan was dry, Alistair was a sarcastic wise-******, Oghren was vulgar, Sten was blunt, and Wynne would occasionally tease. Lelianna didn't have much of a sense of humour, but then being earnest was part of her thing.