Definetly my fav as well. SFZ2 is (in my opinion) better than Zero 3.
I mean Z3 does have a much more balanced Custom Combo system (which is scary), and a better super system (I DETEST the 3 button for lv3 super thing in Z2)... um and a larger character roster... and faster loading times...
Still, I love Z2 because it has some of the best backgrounds in the SF series, a wonderful soundtrack and... I don't know... there's just something about the characters in Z2 that make them seem to have a lot of personality. With Z3, none really seemed to stand out. Everyone's personality was really flat and boring.
Z2's characters seem more vivid because of the fight order! Vega isn't always the last character for everyone. It makes sense that Sakura fights Ryu last, not Vega. What would Sakura have to do with stopping an evil overlord? She just wants her Ryu!