Picard was my favorite. He always tried to avoid a conflict, but also knew how to handle himself militarily if necessary.
One of my favorite scenes was from the episode "Wounded".
Gul Macet: If you believe Maxwell was right, why didn't you board the ship?
Picard: I was here to protect the peace, a peace I firmly believe in. Had I boarded that ship, I'm quite certain you and I wouldn't be having this pleasant conversation, and ships on both sides would be arming for war. But, Maxwell was right, a research station in striking distance of 3 Federation sectors; supply ships running high-energy subspace fields?
Gul Macet: Captain, I assure you...
Picard: Take this message back to your superiors Gul Macet; we'll be watching.