Finrod's my favorite. In fact, he's one of my all time favorites!
He was brave, noble, friendly toward other races, and he gave his life to save Beren. Thingol, on the other hand, seemed proud, aloof, intolerant, and his lust for the silmaril brought about his death.
If I was an elf, I would want to be... one of the Vanyar maybe. It would be nice to live in the Blessed realm. I think the Teleri are cool too though.