Gimble gets an honorable mention. I was kind of ho-hum on him at first, but his some of his subsequent appearances (the DMG "Oh crap, traps!" picture, and the "Phantom Battle" and "Spotlight" pics from PHBII) ... really made the little guy grow on me.
Seriously, when I think of elves, I think of Elmore's work. Mialee's face always seemed...misshapen to me.
Lidda...*sigh* The art isn't bad, but that's just not a halfling to me. I prefer hobbits, but hey.
I went with Hennet, 'cause I like the tattoos, but looking at it again, I'd say Vadania. She really redefined how I look at druids. Jozan and Gimble are cool too.
Lidda! Because of everything! The tip-toeing instead of move silently, the Lidda mishaps, the Lidda in the Scourge of Worlds... My friend had a little cousin that looked like her too, but with blue eyes
She is all grown-up now, but then she was the cuttest halfling
Ember is just cool too, but she can't win against Lidda. Apart from them, I think Ragnara the Psi Warrior is damn cool, and the red-haired Elan Lurk from the Complete psionics is also really cool.
The male thief from the players handbook has a very cool leather armor but nothing more
I voted for Vadania. Not because I think she's attractive, but because I really like her design and the original class illustration.
Unfortunately, there aren't many nice illustrations of her. The Spell Compendium has a hilarious one for greater stoneskin, but high-level Vadania is just tragic.