I've enjoyed characters of many different species, so I'm not sure by what criteria I'd call a species my favourite. I'm drawn to the Wildcats a lot because there were interesting things going on in their backstory that the books hinted at, but never expanded on. I like Pine Martens, they are rare and have high status when they do appear, making me curious about what their story is. I'll say Wildcats and Pine Martens are my favourites.
In addition though, I do like quite a few ferrets, stoats, weasels, foxes, and rats in no particular order, because occasionally a character comes out of that group that is a lot of fun to read. For example; Flinky the stoat for his enjoyable dialogue and songs, Splitnose the stoat and Blacktooth the ferret for their silly discussions about food, Plugg Firetail the fox and Grubbage the rat for the latter's deafness to the former's commands, Sneezewort and Lousewort the rats for being themselves, and so on.
I find a lot of Redwall species to be 'cute' in general, excepting reptiles and amphibians who are usually shown as fearsome.