I like Xykon the most to be honest.
This might be because I like evil humour.

This, this and this are just kindof hilarious to me, and Xykon is great at that (kindof a pity Redcloak lost it but I guess character development was needed).

As a strip however I think Crushed might be my favourite despite not featuring the Lich himself and no real evil humour in place - just because of how appropriate the title was.