Helga's my favorite character in Hey Arnold. I mean, you just can't ignore the extremity of her obsession with Arnold, or the ridiculous situations she gets herself into when she's trying to impress that football headed love of hers. She's a pretty funny character. Yet, she's also extremely complex.
I mean, having to grow up constantly ignored and in the shadow of your PERFECT older sister? Not fun, I'd imagine. That's why I'm always so happy for her in episodes like "The Beeper Queen" where her mom shows her a lot of attention, and you can see she really appreciates it.
But anyways, what I love most about Helga is how funny she can be. She probably doesn't mean to be funny like that, but she is many a-times something of the comic relief.

I love her obsession with Arnold. It's cute and pretty insane all at the same time.
Plus, Helga's very intelligent. I mean, nothing against Phoebe, of course, but all the same, there's no denying she's smart. And she's also got her sweet, sensitive side (usually revealed through her rants about her love for Arnold), despite being known as somewhat of a bully.
And you cannot forgot her wonderful little phrases...
"Criminy!" or "Football Head" or "Doi!" or whatever...
Oh, man! This is great! I'm writing as if it's an essay, and I've got to write one today! Yes! I'm in the zone! LOL