When it comes to Icons, I've noticed they're definitely a mileage may vary on why folks prefer one over the other. Perhaps it's because they have a very fleshed out lore, for others it could be how much of a presence they had in the event during their respective years, and for others it could be due to them having a great house or scare zone. Variety is the spice of life, and I like that there's usually something that people can admire from the various Icons.
For me, I've yet to personally attend a year with any of the Icons, so what I'm going off of is whatever videos, media etc I could find of any.
(An this isn't a official ranking, just my thoughts on the Icons.)
Jack - The one that started it all, and he's an icon who's benefited greatly by various stage performances. Instead of a tv blip and maybe a quick scare in a house, we've seen him perform and kill again and again. So even with his backstory getting retcon'd multiple times to the point of who cares, he captures our attention when he comes out on stage.
Eddie - I'll admit I really like Eddie's original backstory of a horror-obsessed fan, moreso than being Jack's brother. He's never really gotten a chance to truly shine like some others, but a twisted chainsaw guy can always do in a pinch...when he's actually used. (I remember the reports of 06's Hostile Territory where it took him a while to actually show up!)
The Caretaker - A wonderfully creepy icon with a downright iconic looking weapon, and one who's main house is a modern classic.
The Director - I'll admit he's a mixed bag for me. I like the lore behind him, but I feel he's never been used properly. You can swear up and down that the films in the All Nite Die In houses are his, but we all know they're not. For me, I want to see a house of him filming various snuff films. I feel there's a nice seedy potential with that, but that's only been touched on slightly with tv ads and stage show bits.
The Storyteller - While I feel the Terra Queen is way more fleshed out/better, there are moments where the Storyteller has potential. I recall they made a film for either 06' or '10 which involved her telling a story of a guy dropping his wedding ring into a garbage disposal and having to reach in to get it out, it was a excellent short which was downright creepy and one of the times where I felt the Storyteller actually worked.
Mary Agana/Bloody Mary - Without a doubt, she has one of the best fleshed out backstories for any icon. An in the park she had a great presence be it her voice or any reflection she could show up in. But she's also proof a great backstory and character can't prevent her from having one of the -worst- houses in HHN history.
The Usher - I actually like the Usher quite a bit. He's got a simple but effective backstory, and I think he worked better for a IP-collage house than the Director since well, if it's held in a classic theater, of course you're going to see Ushers!
Fear - I'll admit he's always felt like an afterthought (Granted, he wasn't the first choice for the Icon that year...), being mainly a puppeteer for the other Icons. But I do think reintroducing him in a house could do some good, might be better as a character who's out to scare people.
Lady Luck - A interesting character who like Fear, could benefit being reintroduced in a house. Just hopefully with better masks/makeup for the monstrous side since hoo boy, those masks in Your Luck Has Run Out did not do her any favors.
Chance - I definitely like her, and she's another one who benefits being seen in a stage performance so we get to know her and see her at work.