I think the person who deserves the most sympathy is Macduff. His wife and young son were killed, and there is no reason for that. Macduff now has to live with that for the rest of his life.
I think that Macduff is one of the most sensitive and sincerely good characters in the play. He shows genuine grief and horror when Duncan is killed, and he has to flee, where he “lives in disgrace,” but he goes “to pray the holy King, upon his aid/To wake Northumberland and warlike Siward” in order to get an army together to dethrone Macduff (Act 3, Scene 6, enotes etext p. 56). Macduff does not just sit back and feel sorry for himself, and instead he tries to do something.
Unfortunately, because Macduff went to try to support Malcolm, Macbeth was able to slaughter his family. Lady Macduff blames him for leaving and says he is a coward. The saddest part is that all the servants and Macduff’s young son are killed too. Poor Maduff blames himself.
All my pretty ones?
Did you say all? O hell-kite! All?
What, all my pretty chickens and their dam
At one fell swoop?(255) (Act 4, Scene 3, p. 74)
Malcolm tells him to “dispute it like a man” and fight back. Macduff does. He encourages Malcolm to take the throne back, and is a loyal and brave fighter. He kills Macbeth, and dethrones the tyrant. Yet he will never get his family back.
The only people who remain untouched by the events in Macbeth are the weird sisters. One could argue that they are the only ones who deserve no sympathy because they are the ultimate orchestrators of the events.
Macbeth--evil as he becomes--might be seen as a pawn, as might even Lady Macbeth. It is possible to see Macbeth as a victim of dark manipulations. If he is a mere victim, he deserves sympathy. The question here is was he fated or did he have free will?
If Macbeth is a free agent, and has chosen his path, then he deserves no more sympathy than any other character who has erred because of a flaw in his character. Duncan is a nice man, and a kind king, but he is not a good one, at least insofar as his ability to judge the merit of the people he trusts. His flaws might seem innocuous, but they have horrific impacts on his people--first, on the battle field, then later when Macbeth seizes control. He does not do his job; hence, he is responsible. Do we sympathize? Perhaps. Who hasn't had a disasterous day at work? Still, he's next in line to God, so one might think he's govern better.
Banquo has no such character flaw. His mistake is to refuse to break alliegance with Duncan. He does not deserve to die. We sympathize with them; similarly, MacDuff's family are innocents. We sympathize with them, and with MacDuff for having lost them.
In fact, we sympathize with all of the survivors of Macbeth's tyranny. The closer to innocence, the more the sympathy.
I sympathize with Macduff...especially in the scene where Ross comes to tell him that his entire family, servants, and all living/visiting at their castle were savagely murdered. "All my pretty ones? And their dam, too?" It almost tears the heart out of my chest. He grieves for a minutes and then channels his grief into anger and a desire for revenge.
Duncan and his sons deserve sympathy since none of them asked to be treated the way they were. It could be argued, however, that Duncan was just too trusting and therefore a little guilty as an accomplice to his own murder.
I have no sympathy for Macbeth...he made his bed, he had to "sleep" (or not sleep) in it.
Your topic and your question ask two very different things. The first is easy to answer: Duncan deserves all kinds of sympathy. The only things he seems to be guilty of are successfully leading his country into battle and trusting those closest to him.
The second question is a tougher one because I'm not sure there is a single character who shows a great deal of sympathy at any point in the play. Malcolm hints at potential remorse when deciding whether or not to kill Duncan, but I don't think it was sympathy for the king he was going to have to kill. Malcolm and Donaldbain, while most likely sorry that their dad is dead, didn't waste any time showing sympathy before hightailing it out of the country. I wouldn't say that Macduff is sympathetic; he just seems to be out for revenge. That's a tough question - I think a true sympathetic character would be tough to find in a play full of strong-willed and aggressive people.
Duncan clearly deserves sympathy. He is roundly regarded as a good and just king. Even Macbeth himself must admit his laudable qualities as a leader; Duncan bravely defends his country and rewards its heroes. Macbeth himself is the beneficiary of Duncan's largess.
When Lady Macbeth and her murderous husband welcome Duncan to their home, the audience cringes as the king praises the comfort and generosity of his hosts. "This castle hath a pleasant seat; the air / Nimbly and sweetly recommends itself / Unto our gentle senses," Duncan effuses (1.6.1-3).
Then, of course, there is the plot to kill him that is so cold and calculated that it would be hard not to feel sympathetic for Duncan. These lines of Lady Macbeth's always make my blood run cold:
"That which hath made them drunk hath made me bold:
What hath quench'd them hath given me fire.--Hark!--Peace!
It was the owl that shriek'd, the fatal bellman,
Which gives the stern'st good night. He is about it:
The doors are open; and the surfeited grooms
Do mock their charge with snores: I have drugg'd their possets
That death and nature do contend about them,
Whether they live or die" (2.2.1-8).
The other characters I feel sympathy for are Duncan's sons, particularly Malcolm. Like his father he is good and just; how sad that he is deprived of the company and guidance of his father.