I like all of them since they are so few and rather elusive. If I had to pick one though, Inkwell. Not the biggest fan of Marina though because she's a bit too pink, but yeah in the end I don't mind either.
My favorite of the Octopus villagers is Octavian. I've been a fan of his since the GameCube days when he decided to move into my town from my friend's town after a visit I had made. This was, of course, when he was the only Octopus, which made him exceedingly rare. He remains my favorite Octopus because of that nostalgic affection and because of his Cranky personality.
Marina is my second favorite since she is one of my favorite Normal villagers and because she is the only female Octopus so far. Inkwell is neat due to his orange coloration, but I'm not a Splatoon fan and I don't much like his house. I don't like Zucker at all. I understand and appreciate Zucker's design inspiration, but I just find him kind of ugly.