I have quiet a few that I just love the most, their back stories, their attitudes, voice actors, everything about them is perfect:
Thel 'Vadam - By far the character I have identified with the most, I love Thel, I loved playing Halo 2's story as Thel, I prefer him over master chief. Thel has some serious wisdom and is by far the best character I've ever seen in a game before.
Luis Lopez - One of my fav GTA protagonists, Luis is a character who works for the rich but doesn't really like their lifestyles. Luis is a really badass character that doesn't take stuff from anyone and his story is great. Luis has a really good personality too
Carl Johnson - CJ would come second on my list of favorite gta protagonists, playing GTA SA was like building a real empire in a whole country. Much similar to Luis, CJ doesn't take stuff from anyone and gets the ending he deserves
Little Jacob (GTA IV) - By far the greatest tritagonist of all time, little Jacob really helps Niko in GTA IV and is one of those guys you wished you had as a best friend. There will never be another Little Jacob
Wolf O'donnel - my smash bros main, Wolf is a rather badass character too
Sombra (overwatch) - my overwatch main, everything about Sombra is perfect
Niko Bellic (GTA IV) - Similar to Thel', Niko's wisdom and thoughts is what made GTA IV the best story out of all the others. I keep coming back to GTA IV because of how great the story is, while I never bothered much with TLAD, TBOGT and IV were brilliant games
others I like too:
JC Denton
Paul Denton
Max Payne
Xenomorphs
Genji (overwatch)
Lucario
Dialga
Tony Montana
Christopher Soprano
Sgt. Johnson (Halo)
Dr. DOOM
Robofish (Timesplitters)
Reaper splitter (Timesplitters)
SCP - 049
V (V for vendetta)
Lucio (Overwatch)
There are many more that I must be forgetting