Welcome,
iDesmondHume!
I believe there are similar threads for specific books (eg
Who Was your Favourite character in The Silmarillion), but I don't remember one for all the books.
Saying that, I really can't answer your first question. I love many characters, and those that I don't exactly love, I'm still fascinated with them and I think they are all very interesting. That also goes to Feanor - I don't really
like him, but I feel a mix of awe and respect, and I'm kind of overwhelmed by him. There are the expected feelings like forboding coming as a reaction to his deeds.
There is one line from Harry Potter that I remember for some reason (even though I don't really like the series, but that's a totally different story), and I think it describes Feanor very well: "After all, he did great things. Terrible, but great."
There's more about Feanor specifically as a character in the second half of
this thread, if you're interested.