From books:
Sirius Black (Harry Potter)
Dustfinger (Inkheart)
Zaphod Beeblebrox (Hitchhiker's Guide to the Galaxy)
Severus Snape (Harry Potter. Seriously one of the most clever written characters I have ever read)
Griet (Girl With a Pearl Earring)
Frankenstein's Monster (Frankenstein)
From movies:
Rhett Butler (Gone With the Wind)
Quasimodo (Disney's Hunchback of Notre Dame)
Obi Wan Kenobi (Star Wars)
R.P McMurphy (One Flew Over the Cuckoo's Nest)
From TV:
Dr Gregory House (House, obviously)
I think that's it.
I really couldn't pick just one favourite. It'd be so unfair to the others