It's no contest. Amelia Pond is definitely my favorite companion. Rose was great, but Pond...man, oh man! She's devastatingly gorgeous, has the most beautiful Scottish accent I've ever heard, and is - in my opinion - only matched in bravery by River Song. By the way, does River count as a companion, being so intimate with The Doctor? If so, she's a very close second.
I loved Pond from the first episode she was in, how she prayed to Santa (So awesome!) and then fearlessly met the man who fell out of the sky in a flying blue box. She made him fish and custard, and watched only with curiosity as he ate it, and then she waited for him to return and fix the crack in the wall in her room.
The writers really set Pond's stage well with that episode, that very first episode where they secretly told us "You're going to seriously consider naming your first daughter after this one, because she's the most perfect companion he's ever had." She asks all the right questions and is at least 9 parts curiosity to every 1 part fear.
From first episode to last, Amy is amazing over and over again. She understands The Doctor better than any of them does and is probably the only one besides Donna to not fall completely in love with him - though she does have a momentary lapse during her pre-wedding jitters. I find myself hoping she does come back at some point in the next season, but at least if she doesn't I know I can be happy with the way that she left.
Kudos to BBC for writing such an amazing character and then finding the absolute perfect actress to bring her to life.