My first impression of Patty was that she was a bit of an obnoxious brat...
But, the fact that she could hold her own in a battle of wits with Dante made me like her pretty quickly, and when I realized there was more to her than just a demanding little girl, I couldn't help liking her.
With each interaction between her and Dante, I became more and more fond of her. And I agree, the last episode gets me every time, too. The way she goes to the underworld to save Dante, the way she's crying and begging him to wake up, her undying loyalty to him (even after seeing him impaled like that) when she says to Sid, "Dante would never die at the hands of someone like you!" I mean...man! I love her conviction in that statement! Love it!
Then she cries out for him while getting attacked, and bam! There he is, with that cocky grin on his face, and she's got those big eyes going.
Patty is definitely one of those characters that grows on you.