My favorite fictional character from anything ever is a guy from something I don't think I can post on PC.
His name is Gian Carlo. He's from a Visual Novel. I love him because he's the most "I don't really care at all. No, really. I don't give a crap" person I've ever seen, but at the same time, he's so happy. He teases people, he has the highest pitched voice out of everyone (minus one, who has no strength in his voice at all), and best of all, he has almost no sense of hygiene and he gets called out on it. How realistic of him. Basically, he's carefree and happy.
But also, he's a Mafia boss, so when he has to get down to business, he gets down to business.
And that's basically the kind of character I like. Happy-go-lucky, but serious when and only when needed.
I used to have like a totally huge crush on both Trunks from Dragonball Z and Yami Yugi from Yu-Gi-Oh! when I was a pre-teen/early-teen. It's embarrassing to look back on, but whenever I see them in an episode or something, I still like them. :P
Otherwise I don't really have any "favourite" characters anymore. There are characters I like and archetypes I prefer (I like characters like Kyon from Haruhi... sarcastic narrators), but no one to squee over. Most series pretty much have the same characters nowadays anyway--they just change the names and appearances but everyone falls into a stereotype and they don't bother to change things around enough. :x