I just finished re-watching Last Exile from scratch (took a few months in total) and it was really an amazing experience all around that few recent anime managed to give me.
The steampunk setting was great and I loved how they handled the two nations fighting against each other for resources with the corrupt power hungry Guild (Maestro Delphine was an amazing villain) setting up absurd rules as they eventually managed to see each other just as other humans.
It's been so long since I first watched it back in 2010 and I remember I was always torn between Lavie and Tatiana as to which was my favorite character. Tatiana was the one with the biggest level of change between the beginning of the series and the end becoming more approachable as the story develops, but I still feel Lavie is the poster girl for the series.
Claus wasn't really much remarkable as a protagonist, without enough of a development to matter and I honestly felt annoyed by his behaviour in multiple instances, especially when Alexander Crow was around. I kind of dislike when protagonists get overly emotional and stop thinking altogether.

In the end, I haven't decided even now which character I like the most between these two, but I guess we can leave that for a future where I watch this again.