*Spoiler... somewhat, if you haven't read the books.*
At first, reading the books, she really annoyed me.
As the series goes on, however (i'm currently in the middle of Mockingjay) i've grown to like her and a few of the other Capitol citizens. I mean, they are ignorant... but they grew up that way.
You can see as the story progresses that they - Effie, included - begin to understand that something isn't right about the way the citizens of the districts (Katniss, mainly) are treated.
Given, I think that Katniss' make up team from the Capitol realize this more than Effie does, but Effie still does to some degree.
In the book she did get annoying, but in the end you realized she really wasn't such a bad person. She was just doing her job, and she didn't have control over the situation really. Even if she tried to stop the Hunger Games, well the odds wouldn't be in her favor. I love her in the movie though, she was really funny.
Effie likes Katniss....ever think that maybe she puts on a cheery face because she's said she's about to see her friends MAYBE die? It happens every year for her for district 12. She doesn't seem to have many friends, and pervious to this she is stuck with HAYMITCH! Who is drunk all the time.
she probably feels bad for maybe picking his name too when he had to play in the hunger games. The guilt this woman must feel.