To get attached, or not to get attached? That is the question. You never know when you're going to have to kill your darling.
I have to be somewhat attached to my characters to be able to protray them in a way lively enough for the current mode of character-driven prose. I'm so attached to two of the characters in my W.I.P. that I've named two of my idealized future children after them. However, one day (if I ever get to writing it) at least one of them will have to die. Not because it's a sort of superstition of writers to kill your darlings, but because of plot.
The reasons to eliminate characters are varied. In The Hunger Games, most of the characters simply had to die, due to the plot. If a sub-plot character starts overshadowing your protagonist, you have to murder, rewrite, or lobotomize them (not meant literally, although that is an interesting idea...) That rule of thumb (kill your darlings) can conceivably ring true, yet it hasn't happened for me.
Unfortunately, I don't have an answer to my original question. You should probably at least like all of your characters, but tucking your Word document in bed each night and reading your antagonist a bed-time story can get both creepy and ill-advised.