j0ekerr: My main problem with it all is that it's pretty much impossible to actually like any of the characters. Sure you can root for them, but you don't have to like them. All too often I felt I wanted to punch Ford in the face.
Even Arthur is guilty of moments which deserve their own Darwin award.
I didn't feel very connected to the characters, but I must say that I took a liking to Arthur's totaly inept way of stumbling through affairs (perhaps more than to the person himself); Arthur to me is sort of the..."goede seut" (good sod?) who hasn't a clue as to what and why.
Ford and Zaphod are of course annoying and not very emphatic towards other people, but I don't necesarily dislike them for it.
I ussually have weird affinities towards persons in books (my all time favourite from Tolkien's works has to be Saruman, for reasons I myself cannot quite fathom). But perhaps that is partially due to the fact that I have very vivid imagination (yesterday while preparing a tabletop rpg session, I suddenly had a very lifelike image of an orc with udders stuck on his helmet in my mind's eye, where it lingered for the rest of the evening).
For some reason I also have far greater trouble "connecting" with characters in video games than with those in novels.
ie, when reading Gaunt's ghost, you really get involved with these fancy characters. I felt dreadfull when my favourite, "try again" Bragg died.
In mass effect (granted, perhaps not such a shining example) I couldn't care less. I like quarians and by extend Tali, but appart from a chat in the engine room I didn't care about it anymore (and I gave up on the games before bothering with romancing in any way).
The only little sting I ever felt for losing a character in a video game, was on my first morrowind playthrough when Gaius Cossades leaves for Cyrodill. He was always there as a given, he was friendly, he pointed you to essential lore and lovely quests, and then he's gone all of a sudden; Which felt as if a basic assumption about the game suddenly went missing.
And don't get me started on Jack Aubrey and Stephen Maturin <3