There are so many funny characters in Futurama that it's hard to pick a fave.
My fave characters:
Bender B Rodriguez
Philip J Fry
Professor Farnsworth
Dr Zoidberg (woo woo woo woo woo woo)
Hermes Conrad
Hermes' wife (a blatant disloyal whore)
Amy Wong
Roberto (the stabbing robot)
Malfunction Eddie
Zap Brannigan
Kiff
President Nixon (Aroo)
Lrrr ("I am Lrrr, ruler of the Planet Omicron Persei 8")
Turanga Leela
Robot Santa
Flexo
Morbo ("Disgusting human filth")
Vice President Agnew's body