1) The kind of characters I like--geeky and eccentric, mostly--are not usually in the starring role. In shows like Bones where the main character is theoretically geeky and eccentric, the supporting characters are even more so.
2) There seems to be an expectation that main characters should have romantic complications of a type I find very boring. The Will They Or Won't They Dance makes me want to wander off and make myself tea and come back when they've figured it out, and it's alarmingly popular. So are the I Saw You Hug Your Sister And Just Assumed You Are A Lying Bastard and similar romantic subplots, even in shows that are not mostly about the romance.
3) Main characters have less leeway to be wrong. Supporting characters are allowed to do things that take them out of commission, temporarily or permanently. Main characters a great deal less so. We have an alternate plot for S5 of The Wire where Jimmy McNulty turns into a serial killer to justify his lies and expenditures. Not gonna happen--even though it was the last season. But even beyond the decisions that would take somebody out of the plots the writers want to write, I think there's a reluctance to give us protags in the process of making big, unsympathetic mistakes or doing things the show itself does not endorse. Which constrains their actions a great deal and gives them less to recover from or rise above. (The exception I can think of, The Shield, never convinced me that I wanted to spend any time watching that character in the first place, so when he did things I presume the shows creators didn't endorse, it was just one more reason for me not to like him, rather than a daring thing to do with a beloved character. Fine line to walk.)
Any other thoughts? Or do you tend to like main characters best?