I swam with them many years ago, before it became fashionable to do so. Was in a marine learning center, so not filled with a ton of tourists. They had full access to the ocean too - but always came back for the human company. It was an amazing experience, however, I wouldn't repeat it again. Dolphins, are actually a lot bigger than they appear, and really can knock you around even though they are being friendly. And some, are not.
I think seals or otters. Do you consider them sea creatures? Otherwise I'll go with seahorses and Angel fish. My BFF used to keep a large tropical aquarium and she had some beautiful fish!
Lionfish. I know they have become a huge problem in the Caribbean because they were transplanted from the other side of world. We had them in a large saltwater tank and they were my favorites of the fish that we had in our tank.
While I believe that all animals have some quality/qualities that make them lovable, for sea creatures, I'd have to join team shark (it would be a tough choice though). Sharks are amazing creatures and are horribly misunderstood and under-appreciated. They are also vital to the health of our oceans and you cannot have a healthy planet without healthy oceans. I LOVE shark week on Discovery Channel!!