It's hard to say, my favourite characters are Konata, Tsukasa (both from Lucky Star), Sora, Yamato, Taichi (from Digimon) and Gir from Invader Zim (I dunno, but HMV [entertainment store... not that kind of entertainment, perve] classifies it at Anime
).
If I had to pick, it'd be Yamato.
He's bonified badass.