I saw Firefly a couple years ago. I'm a huge "villain defeat" person so I was disappointed that we never even see the Alliance leaders, let alone a final defeat scene for them (best they did was weaken their regime, atleast Joss Whedon had the mind to finish off the Hands of Blue in his comic which is the only tie-in comic I take as canon).
Also tried out Dollhouse, but didn't have much interest at the time so I stopped right before the episode where Mr. Dominic is discovered as the mole. I came to the conclusion that Alpha was the main villain, and I kinda looked ahead, discovered Alpha is left somewhat "inconclusive"; while he turns good, there is chance he might return to his original personality after the whole thing is destroyed (I later found out while doing my second, successful marathon of the series that the main villain is a completely different person, and is killed off, but this is a special exception because he makes you think he's a really likeable hero first, a.k.a. the kind of character he usually kills off. Or because it wasn't in the final episode, maybe his thing is against killing ultimate antagonist in the final episode and their threat usually lasts that far).
Anyway, this led me to realize Joss Whedon always leaves his ultimate antagonist inconclusive, doesn't kill or even imprison or fully redeem them. That one villain seems to be the one character immune from him, because any other character, hero or villain, is fair game in Joss Whedon series.
Then, the Avengers films. Joss Whedon directs the ones entitled "Avengers", and at first opportunity he had Loki kill Coulson. The ending reveals The Other and Loki were working for an even more shadowy villain, Thanos. I wanted to see these two more and a defeat scene for them, however, if Thanos is being saved for Avengers 3, and Joss Whedon is doing it, I can expect him to either win or get an unofficial defeat and run off. And seriously, the Avengers aren't powerful enough to beat him are they?
So, to prove my theory of the pattern of Joss Whedon, I took a count of the main villains of the three Joss Whedon series I knew of: Firefly, Dollhouse, and Buffy the Vampire Slayer, which I only knew of because of mention of Carlos Jacott being one of a few actors to appear in three Joss Whedon series and mentioned Buffy (he plays the Season 3 premier demon Ken, and also the federal agent Lawrence Dobson in Firefly) while I checked imdb to see what else he was in. Although I hadn't intended to watch Buffy at the time, I did a bit of research, was kinda surprised to see it had 7 seasons (Firefly had one and Dollhouse had two). At first I thought it was just main villains in general to be spared, but then I find out that five out of seven BigBads (The Master, Mayor Richard Wilkins, Adam, Glory, and Warren) are killed off. (Well, five out of nine if you count the corrupted Angelus and Dark Willow, or ten if you count Spike) Of the two that survive, Drusilla and The First, The First is ultimate and final antagonist, and thus the one character that has Joss Whedon immunity. Which fits Thanos perfectly.
But this isn't about Thanos. Reading about the fights with the others, made me want to see it myself. So, that's when I tried it out, and I'm liking this even more than any of the other Joss Whedon series, or Supernatural. Yes, I know how five BigBads go out and that two don't, but still.
Favorite main character
That's hard to say, I kinda like them all. I'd have to say either Giles or Spike. (for Angel, Wesley, coz he's played by Alexis Denisof who is my favorite Avengers villain, The Other)
I would have to say it comes close between The Master (who's quite sinister and played by Mark Metcalf), Mayor Wilkins (kind of a comic relief villain and I have to respect him for eating Snyder), and Warren (despite being a misogynistic rapist murderer he does have his moments of comic relief like his argument with Jonathan and Andrew over James Bond, the Nerd Trio were the comic relief of the season because that season was so dark and depressing the villains actually lighten it up sometimes, while at the same time Warren is not a step below his five predecessors despite being human). I'd actually have to say Warren, if only for his comical moments with Jonathan and Andrew, with The Master and the mayor a close second and third. (besides, I loved Warren's death scene even though it had an effect on Willow and the show wanted us to feel bad for him)
To the others: Adam was kinda interesting (more so than Joss Whedon implied him to be), as a cyborg demonoid resembling Arnold Schwarzenegger, Drusilla was kinda cool in her own way, Glory, probably my least favorite I don't know why, and The First, while the whole shapeshifting thing and taking the form of his six predecessors is kinda cool, an undefeatable BigBad isn't as appealing to me (though I haven't finished the season yet so I don't know the full details of the final). So I'd put Drusilla, Adam, and The First in the middle, above Glory and below the mayor, kinda tied for fourth.
I've seen all of Angel as well.