Holo, Spice and Wolf ~ She's just an amazing character. Part of the reason why I would say that S&W was my favorite series from 2008 is because of her. She's complex, but nevertheless you can always pick up on the subtle hints that she lets go of in her emotional moments.
Mugi, K-On!! ~ Tsumugi proves to be an awesome 'voice of reason' character, and the two of us playing the same instrument pretty much sealed the deal.
Misato, Neon Genesis Evangelion ~ At least in the TV series, she was one of the most well developed characters I've seen in an anime (and she wasn't even the protagonist!). She's a headstrong character who sometimes loses control of her feelings. She's a quintessentially human character, and she's great if only for that. The intense psychological profiling done towards the end of the series made her all the more brilliant.