For me....
Wednesdays ARE the worst because this day is stuck right in the middle of the week and on this day, it usually feels like the work week is never-ending. By contrast, Wednesday is my boss' favorite day 'cause he knows he can easily get on our nerves; he seems to enjoy that!
Thursdays are a little better and of course, Fridays rule after 5 o'clock. Saturday is my favorite day because it's the middle of the weekend for me.