wow, THATS a loaded question. unfortunately I can't really narrow anything down. Wookies are fun, and cuddly, as long as you don't worry about missing arms or anything like that. Fire Lizards are just plain cool, and their "cousins" are awesome.
The problem is that at least half sci-fi is made interesting by the alien species involved. Vulcans, Klingons, Kzinti, Pierson's puppeteers, pip, or is it Flinx, the Thranx, Achuultani, aliens (xenomorphs), predators, the Golden Hordes (Fortschen's lost regiment tales), and of course the fuzzy, scaly, blue, green, grey, full range of Star wars aliens, from the wookies all the way down to ewoks. They helped make the stories more out there than the science of the future. Asimov and Heinlein, they tackled the humans in the future, little to no aliens most I've heard from ewither of them was Heinlein's martians, and venutians.
Basically the main characters of extra terrestrial origin become human in my eyes, maybe a bit peculiar, but human all the same. my mind just puts them into terran terms. Favorite species though.... I can't narrow anything down.