Nico! His powers and everything were epic beyond any of the others! And there were only 5 official books, but there is a sixth companion book with trivia, games, and short stories. There is going to be a continuation of the series though (according to several sites, most likely using Rachel's prophecy and/or basing a lot on Thalia and the Hunters).
HAve you read Riordan's new book The Red Pyramid?