Okay I'm going to bump this thread a little since I finished the whole series yesterday.
I really enjoyed reading every book in the series because all the adventures were fun to imagine. Throughout each book, I've grown to love Percy more as a character because he has good character development, he's very funny, and can fight off monsters. I also like Thalia, Annabeth, Chiron, Tyson, Rachel, Grover, Nico, and Bianca. My favorite character would have to be Thalia with Percy as second. Overall, awesome series that makes Greek mythology exciting to learn about and full of adventure and action. I'm looking forward to reading the Heroes of Olympus soon.
Favorite to least favorite:
1. The Titan's Curse
2. The Last Olympian
3. The Lightning Thief
4. The Battle of the Labyrinth
5. The Sea of Monsters