You forgot Louis Tully and Janine Melnitz.
They're not Ghostbusters. They're employees of Ghostbusters Inc., but they're not Ghostbusters.
(Though I'd personally question why the sprock the Rookie is on the list. How could he be anybody's favorite? He's not even a real character--just a nameless cipher and user avatar in a video game)
I admit, if I'd only seen the movies, I'd probably pick Venkman. Bill Murray so completely dominated them that they're practically "The Adventures of Peter Venkman and His Ghostbuster Pals". But due to the animated series, the interesting twists brought to the character by J. Micheal Straczynski and the brilliant voice performance by Maurice LaMarche, my all-around favorite is thus Doctor Spengler.
He creates the first impression of your classic Mad Scientist/Nerd, but before long you start to see more. For one thing, and this was something I'd enver seen before in 1984, he gets women. A certain redhead flirting with him formed some of the most charming scenes of the first movie; in the animation he turns into a veritable Babe Magnet, with women in several episodes clearly "interested" in him (The librarian, the girl in Lupusville, Dixie, ect.) The animation slowly developed his relationship with said redhead, too, but that's a whole other topic in and of itself...
And the other interesting thing: every once in a while his logic breaks down to interesting effect. Probably the most famous example is the "Your Mother!!!" scene in GB1, where he tries to throttle Walter Peck; or when he looks about ready to do the same to Paul Smart in "Robo Buster"...one of LaMarche's best scenes, as Egon keeps a steady voice yet is clearly boiling over inside, uncharacteristically snide and rude.
By my personal estimation, the most complex and, well, "fascinating" of the four.
"Sometimes I think the universe just waits for me to get cocky"--Dr. Egon Spengler