I also started with Leonardo. I think I will like Crowlie best, personality-wise, but I figure the game will be less fun for me later on if I start with the one I'm actually the most interested in, and I can build up to the one I'm most anticipating.
Also, Leo is kind of adorable in his way. He's growing on me, even if he's clingy and kind of ditzy (:
Unfortunately I have not played WH, so I have no point of comparison. Good to know I get to see that hair at some point though, if I do choose to play WH. I actually do appreciate the dress-up business, even if it's just pixels.