Hi everyone, new here!
While it truly is a difficult choice, I would have to say Reese, for several reasons that have already been mentioned.
Reese seems to be the most true to himself, and authentic, and does seem to have layers of barely touched-upon character traits. While in most episodes he seems to be nothing more than a bully (and a budding sociopath) he'll come out of the blue and do something that surprises you. For instance, in the episode 'Malcolm Films Reese', he was actually hurt that Malcolm betrayed him, which totally caught me off guard. I thought he was simply going to kick Malcolm's ass and be done with it. LoL!
Plus, he did show flashes of intelligence here and there (albeit briefly) such as in the episode where he got his own apartment, and his teacher(s) said he showed the most remarkable improvement they had ever seen, even though he made his typical foolish decisions when it came to his finances. This told me (as a viewer) that he applied himself whenever he felt like it, and (most of the time) didn't care what anyone else thought about him. (again,
most of the time) Hence my opinion that he was the most 'genuine' of the characters.
They're ALL great, but Reese was definitely the most interesting, in that he not only was HILARIOUS, but he could throw a mean curve-ball at you from time time, figuritively speaking. The rest of the characters (while hilarious as well) seemed to be more linear than him. Reese just wasn't as predictable.
Seriously though, I don't think they could have picked a better cast for the show than they did. Outstanding, every last one of them.