Ranked in order and in sections.
Most:
Gina
Laura
Sophie
Mia
Frances
Interesting:
Sunil (the last session was disappointing)
Adele
Paul
April
Jake and Amy
Somewhat interesting:
Walter
Alex Sr. and Jr. (felt it was somewhat unrealistic?)
Kate, Tammy, Paul's daughter
Least:
Wendy and Paul's son
Oliver (always skipped his sessions 90% of the time)
Jesse (same as Oliver, but worse)

Most interesting - April because she seemed so real. Alison didn't mind showing herself without makeup and even with her hair seemingly falling out for her character's sake;
Sunil - because his Indian principles made him a fascinating contrast to the other patients. His responses were unexpected even disdainful of Paul's Western perspective, which added to his character. The twist at the end was a welcome ingredient into the otherwise linear stories of the other patients. I very much liked that he never used any foul language - a sign of class and culture; and a very nice break from the rest of potty-mouth, self-obsessed American patients.
Somewhat interesting - Alex for his backstory of having bombed a school in Iraq, Mia for their old relationship, and Walter for his struggle between business and his family life.
Can't say who's least because some I saw once like Oliver and Frances and skipped the rest of their episodes. Maybe I'll go back sometime and watch some of the patients or episodes I missed.
Some related issues:
Thankfully, skipping patients didn't mess up any vital story arc. I wished I knew that when watching Laura because she had me cringing in no time.
Paul really turned into a bad patient himself - worse than some of his own were. Maybe if I had watched all the episodes, I would have had more sympathy for his decline. I suppose it was meant to show the limitations and failings of therapy.
Most unwatchable/disagreeable - Laura, Sophie.

I agree that each session with Sunil was great but the twist at the end really undermined everything.
My favorites were Laura, Sophie, and Jesse. My least favorites were Walter and Jake and Amy.
My top 250:
http://www.flickchart.com/Charts.aspx?user=SlackerInc&perpage=250

Most - Sophie, April, Alex, Sunil
Least - Laura, Oliver, Frances, Jesse
The players of The Game are the scum of the earth

I'm on the second episode of season 2 and so far the most interesting character is Laura. So sad to see her go. She and her relationship with Paul was the reason why I watched the episodes without taking a break until the end of the first season. Sohpie was the least interesting one up to that point, IMO.

Most:
Sunil, Alex, Sophie
Least:
Laura, Walter

Most:
Alex
Sophie
Sunil
Jesse
Paul himself
Least:
Frances
Jake & Amy
Oliver