I really like a lot of your characters!
Advisor & Prince - What's in it for the advisor, besides the taxing? Your prince has a much better power, but I can't help but seem to remember reading somewhere that the players are dueling princes so the name doesn't fit for me. I'd keep the prince's auction power, but name him the advisor. If there is a tie then the bidders can bid higher. They can even bid with district cards!
Spy - It's not nasty enough. The assassin and witch are both at least somewhat nasty. I feel like all #1s should be at least somewhat nasty. If anything, it's really dangerous to take the spy the more players in the game because you're likely to get nothing out of him. A better idea for the spy might be that someone can pay you to reveal someone else's cards to you and your employer, or maybe even steal a district card!
Fortune Teller - My guess is you were going for something opposite to the witch with the target getting to use their power, but not take their action or build. That in itself is a fine idea, but I think you need it'd be better if you drop the taxing purple districts, get to take the target's action as your own, but when they're called, and call it something else like robber because you're robbing them of their income, but not their power.
Musician - I love this power! But I'm not a fan of the name. I hate that the architect is called the architect and gets to build 3 districts though. I'd call your musican the architect and call the architect the mason, but only let him build, not draw extra as well (the current architect is too over-powered). Also, your musician (or new architect) gets to draw an extra 2 district cards in addition to selling his services. Or if that's over-powered, then he can do 1 or the other.
Rogue - His districts power is too much like the wizard which is a great card in itself. The gold power is what I think the tax collector should be: if you opt for income, you pay half.
Warlock - Such a cool name, but a boring power.
Sorceror - Another cool name and I like the purple taxing, but the rest is boring like Warlock. I'd rather go with something like you can build a district that you have in your hand and someone else has already built, for free. It still having something to do with districts like the magician and wizard.
Templar Knight - I really don't like the "investing". You're giving your opponents twice what you get. That makes no sense. I do very much like Steve-O's protection idea though. I love it in fact! I'd make it a #4 card and taxing the gold though as knights were often wealthy.
Inquisitor - I love this power! It sounds just like the church pressuring you to support them.
Peddler - I've had a similar idea before, but I'd rather call him the Opportunist and allow him to look at the last 3 or 4 discarded cards, take 2, leave 1 or 2.
Pirate - Great name, boring power. I much prefer Steve-O's green raiding pirate.
Farmer - Okay power, but lame name. Who was in charge of re-zoning decisions in the medieval world, an advisor of some kind? Just name it differently. I think it might be under-powered though. Maybe you should +1 gold as there should be good reason for re-zoning. That is, there's more profit to be had by re-zoning.
Blacksmith - Eh, I like my Mason and Sorceror ideas better. How could a "blacksmith" build a district for free? It doesn't fit.
Ambassador - IIRC, people don't often build red districts so it might not be too over-powered, but it could be the more players there are. I'm not really a fan though. I feel like #8 should be dreaded for what he might take from you, like the Warlord.
Tyrant - I like it! If you're limiting it to one target, that is. I'd even do away with the limit as I kind of like the idea of forcing people to keep a gold on hand just in case. Maybe just exclude purples.
My favourites are: Prince (but renamed to Advisor), Musician (but renamed to Architect and see other), Inquisitor, and Tyrant.