Lots of favorites, but here are the ten I have up on MAL currently:
Ikari, Shinji (Neon Genesis Evangelion)
Soryu, Asuka Langley (Neon Genesis Evangelion)
Gasai, Yuno (Mirai Nikki)
Lamperouge, Lelouch (Code Geass)
C.C. (Code Geass)
Lawliet, L (Death Note)
MISAKA 10032 (Toaru Majutsu no Index)
Sturluson, Celty (Durarara!!)
Moriaki, Natsuhiko (Soredemo Machi wa Mawatteiru)
Kyubey (Mahou Shoujo Madoka★Magica)
Shinji and Asuka are two obvious choices for me: NGE is one of my very favorites, and while I could easily list most of the cast (especially Misato and Rei), these especially resonated with my memories of the show. End of Evangelion provided moments I won't forget, and I do look forward to seeing how everyone develops in Rebuild!
Yuno was by far my favorite character in Mirai Nikki (closely followed by 12th, hehe). Quite twisted and engaging to watch. Code Geass is another favorite, with Lelouch and CC pulling out in front of another memorable cast. L's another character who really stuck with me (along with Ryuk). While Light was fun to watch, I didn't think he was as strong a character, and the show juuuuust wasn't the same after [spoilers excluded].
I thought Index & Railgun were just alright shows, but I really enjoyed the parts with MISAKA 10032. Always stole every scene for me. Celty is another favorite, and while there is a lot I enjoyed of DRRRs cast, I thought her story, characterizations, and quirks were the most interesting.
Closing out this longer-than-expected post, we have Mr. Moriaki and Mr. Kyuubee. I found Soredemo Machi wa Mawatteiru hilarious, and the early scenes with the teacher were some of the best laugh-out-loud bits. And finally, as my forum username well indicates, I really enjoyed that adorable little white troublemaker. Such a good show!