I will concur with Mike about Brother Mouzzone and Omar. I love The Wire and almost all the characters, but those two always struck me as kind of absurd. They are supermen killers and all the character traits they give them seem contrived. I think Michael K. Williams makes Omar work, but the character is over-written.
Favorite characters for me are: Rawls, Freamon, Carcetti's assistant and Doughnut.