There's not much to say here other than don't pick your favourite protagonist/antagonist because they were the one in your favourite ES game overall. Pick the one you think was the most badass, or the one that overcame the most struggles, or whatever.

Now I'll say my opinions:

I only played Morrowind(never completed much but finished MQ), Oblivion(did everything) and Skyrim(did the MQ, CW and factions and 60% of side stuff). I don't know what my favourite storyline would be but my favourite protagonist would have to be the Champion of Cyrodiil. I liked him(or her) because he wasn't "the chosen one" or anything. He was just a random prisoner who was forced to tag along with the Emperor and ended up with Tamriel's fate on his shoulders. Not because he was special or (knowingly) part of a prophecy, but because he just happened to be in that cell and the senile Emperor decided to give him the amulet.

Dagoth Ur is my favourite antag, that's obvious to anyone that played the MQ in Morrowind.

-Morrowind and it isn't even close. Morrowind overall had a better story and more of a feel of progression to it. You start off as some random idiot off a boat and end up becoming the Nerevarine and despite that, the Ashlanders claimed I wasn't born THE Nevarine, but I could become the Nerevarine. Unlike the LDB Rubbish where you were hailed from almost day 1. Amazing locations, minimal handholding, just a great all around main quest to complement the pinnacle of the TES franchise.

-Pretty close between Cyrus and the Nerevarine, but if you look at the stuff outside of the games written about Cyrus I'd have to give it to the Redguard.

-Dagoth Ur by a landslide.

Morrowind all the way