I didn't find Sophie likeable either. I found myself usually skipping her sessions altogether at times when I re-watched old episodes. Paul's wife was also pretty unbearable.
The poster who mentioned that the writers probably didn't attempt to make any characters likeable has a good point. Most of them are fairly abrasive for varying stretches of time.
Paul himself is a train-wreck outside of sessions to the point of being offensive - in his own therapy, with his kids
(he sent his son away and there's no objective evidence that his son agreed to go back to live with his mother - it's what Paul says
and Paul distorts reality as much as his clients, and places them above his family repeatedly throughout the series).
I don't think anyone who's a client (save Oliver) was truly likeable throughout their whole time in treatment (although some do admittedly improve).
I would say the most likeable are Oliver and Paul's kids. I also felt sympathy for Sophie's mother.
I'd say Alex's dad, Paul's wife, Sophie, and - outside of helping others - Paul, were my least likeable. I didn't care for Jesse, but can't remember season 3 as much as I haven't seen it since the show aired.

The father's infidelities took place far from the family home, so it's not clear how the mother was supposed to know about specifics unless Sophie told her mother what she saw.
I agree that the mother probably had an inkling that cheating was going on but not necessarily that Sophie was a witness to it. Can you ever trust a guy who photographs women in the nude for a living? Not good husband material.
Yes, I know the boat was a present from Sophie. So?
I think Jesse's story had a ridiculous, pat ending with the father suddenly becoming more available and making Jesse's insecurities fall completely away (or so they both claimed). I don't think the character was thick, just kind of lost. He was both gay and adopted, I can see how that could be a difficult combination for him and his parents. If you're both gay and adopted, you are that much more prone to being rejected by your parents, in his view.

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Sophie was only abusive to Paul occasionally and when she felt personally threatened by something he had done or said.
She lipped off frequently. Every third utterance or so. Or she would wimper piteously and act vulnerable and then an unexpected nasty snipe would follow. At least Jesse was consistently arch, not lulling Paul and the viewer only to knock them down again.
Sophie's mother was also "highly strung" and "weak". Two "character defects" that Sophie (as a highly self disciplined and trained athlete) found "pathetic".
I wondered what Sophie's mother could have done to earn such disdain from her. The only thing that came to mind was,
Sophie must have suffered horrible sexual abuse (by the father or an associate of the father's) while the mother looked the other way.
But there was nothing of the kind!
The mother's great crime was sticking with her. "She was always around", as Paul said. The father was distant and idealized, the mother familiar and the object of contempt.
Do you think Sophie's mother was weak? Paul didn't, he said quite the opposite.
Sophie was a good (but messed up) kid who occasionally behaved like a brat. Jesse was a brat who very occasionally behaved like an almost good kid.
That remains to be seen as I admit I haven't finished Jesse's story yet.
She is smart, funny, beautiful, sensitive and capable of empathy.
You clearly think she is an appealing child, one you might like to have. Maybe that's your main reason for preferring her over Jesse, who perhaps isn't appealing to you.
I find the Jesse character interesting and not just clichd. There are a lot of people who are like Jesse. Both teens were acting out sexually, rebellious, abusive to their parents and to Paul, sarcastic. She smashed Paul's model boat, he almost threw Max's bronzed baby shoes at the wall. Both also had moments of vulnerability and tenderness and thoughtfulness. I just don't see a big difference between them.

What is likeable about Sophie?
She is smart, funny, beautiful, sensitive and capable of empathy. And through no fault of her own she is in an emotionally dark and dangerous place with no way of climbing out of it on her own, so she is also a sympathetic character.
Jesse is a totally self-absorbed brat who basically relates to other people in terms of what he can get out of them.
She blamed her mother for everything, showed her no love.
This is true. Sophie was a complete and total bitch to her mother. But for reasons that are explained in the show Sophie blamed her mother for everything while she put her father on a pedestal. Sophie's mother was also "highly strung" and "weak". Two "character defects" that Sophie (as a highly self disciplined and trained athlete) found "pathetic".
But by the end of her therapy Sophie (after confronting her selfish father and also gaining insight into her own habits of thought) had finally softened towards her mother. In contrast Jesse ended up feeling much better when he felt he could blame his mother for all of his problems.
Was often disrespectful of Paul as well.
Sophie was only abusive to Paul occasionally and when she felt personally threatened by something he had done or said. Whereas Jesse was routinely abusive as a basic method of operating for shock value.
As well as having their confrontations Sophie and Paul had many warm, friendly and at times quite touching moments. Warm and touching moments were very few and far between with Paul and Jesse.
What makes Sophie better than Jesse?
Sophie was a good (but messed up) kid who occasionally behaved like a brat. Jesse was a brat who very occasionally behaved like an almost good kid.
And as far as the characters went I thought Sophie was completely believable as a person but Jesse just seemed to be the same old grab bag of adolescent homosexual cliches in that he was angry, anxious, rebellious and promiscuous.
The players of The Game are the scum of the earth

What is likeable about Sophie? She blamed her mother for everything, showed her no love. Typical of many teenagers, it's true. Was often disrespectful of Paul as well. What did you like about her? What makes her better than Jesse, for instance, who is also young and disrespectful? At least Jesse's barbs were creative.

Most likeable - Sophie, April, Walter
Least likeable - Laura, Frances, Jesse
The players of The Game are the scum of the earth

Can't make up my mind on likeable. Pressed, I'll go with Gina, Paul's mentor bte noire.
Unlikeable? Jake. Suspicious, insecure, nasty.

I agree with the OP. Being a gay male, I'd be expected to have much empathy and compassion for Jesse's situation, but I'd have to add, seeing other responders' contrary opinions, that I find in them a reflection of deeply-buried homophobia, somewhat analogous to the underying racism in much of the widespread opposition to Barack Obama in all respects. Pity!
"Believe not what you only wish to believe, but that which truth demands."

I just watched April's first session and so far she's the most annoying patient I've seen on this show. Before April I thought Laura, Alex and Paul was the most annoying patients but April made all these guys come off as tolerable in comparison.
All I've seen of her is just one episode and already I want to punch her.
Also Alex's father makes me sick.
My favourite so far is Sophie.
Don't tell me, it's no use to me. Tell yourself if you want to but don't tell me.

Most unlikable, Jessie.
I loved Laura and Frances. Laura was manipulative, but Melissa Georga made her very sympathetic. Frances was very tough but she hid her vulnerable side until Paul intervened. I also loved Paul's therapist Gina. Gina was so caring and soothing, I can watch her scenes over and over.
I never disliked Paul's wife Kate. I think Paul was a big douchebag, going by his abusive outbursts when in session with Gina. While I do not condone cheating, it was obvious that Paul was "gone" both physically & emotionally from his family for a long time.

Sofie is far and away the most likable. Jesse the least.

Haven't seen the show in a while but can answer part of this without thinking twice: without question Jesse was the most unlikeable and boring character on the show. Maybe the only one I had NO interest in whatsoever.

Yes, that scene was nice! The girl gymnast..her name was (let me check)..Sophie. Mia was the blonde woman in season 2.

I'm so glad somebody else mentioned Paul's wife! That woman was such a shrew.
She was very sweet to Mia in the one episode where she gave her something to wear. That's the only time I could appreciate her. I'll give her that.

Most likeable for me: little guy Oliver, so cute and pure. And April, the only mature patient who didn't blindly attack the therapist but rather tried to listen, and who understood what he was saying. Both had very touching scenes.
Unlikeable: Paul's wife and Mia. Uh.

You know, there's a lot of talk on these boards about which characters are likable and which are not. but I don't think the writers really intended for any of them to be likable.

This is such an amazing show, and the acting has been absolutely superb, almost perfect, and the writing too not only that but it has evolved organically over the 3 seasons, and I am so sad that it apparently has been cancelled, it is brilliant and even if people are not watching it they should stick with it and keep going it is more exciting more epic and challenging that Homer's The Odyssey, it is absolutely brilliant in how to lays out almost on a grid for dissection human behavior and contrasts it with the simpleminded nonsense that we all believe and that the TV world usually reinforces.
I don't think there is a most likeable or unlikeable character, they are all supposed to be looked at like the therapist looks at them, to try to understand them. If you understand a character, do you necessarily have to like them and if you like them do you have to understand them?

April from Season 2. Her breaking down and talking about how she has cancer and how she's gonna lose all her hair, etc, that actress nailed it perfectly and would make anyone in the world feel so bad for her watching. Most likeable and sympathetic in the series I think.
Unlikeable? Amy could be a total bitch, cheating on her husband "just because". Laura cheating on her boyfriend too, dumping him right after agreeing to marry him, way to embarrass the guy. Jesse was way too pessimistic and whiny for a 17 year old, and I can't remember why exactly he left therapy, but I think it had something to do with his Dad pressuring him. Kid had no balls, needed to stand up for himself, sad ending to his story since he basically ended up worse than when he started off, being rejected by his biological parents. I can't remember if most of Paul's patients were better or worse from his therapy tho. I think it was about half and half.

I'm amazed that you could possibly like Jesse. He doesn't have a single good quality.

Most unlikable character for me would be either Laura or Alex. One is cocky and close-minded, and other is sly and manipulative. I feel Laura is the more unlikable since with Alex we got a greater idea of WHY is became this cocky, egocentric jerk. In the end, I pitied Alex more than I disliked him. With Laura, I just kept thinking "Christ Paul, get AWAY from her."
"I'm gonna kill him, rape him, and eat his costume!"