Azuma Yuuhei - Cross Game
Cross Game is probably my favorite anime and I seriously could consider any of the "three" main characters (and hell, even some side characters) my favorite character, but I'd say the one that struck out the most for me is Azuma. Azuma is, at first glance, an antagonist. He represents the thing I love most about the manga/anime (and particularly what makes it so rewatchable) - subtlety, and the whole "show, don't tell" theme. Out of all the characters in the series, Azuma is probably the most complex. He doesn't appear to, actually, you'll probably find him to be an emotionless jerk. But the more you see of him, and particularly during rewatches (after knowing what happens and all), you'll actually pick up signs of his character. Subtle signs, but amazing ones. This is up to the watcher to pick up from his dialogs and actions, as the show rarely ever tells you bluntly about his actual character. Basically, Azuma is anything but what you first saw him as. Every thing he does, he does for a good reason.
The thing about him is that it's entertaining trying to decipher his motives and what he's actually feeling. Is he enjoying baseball? Does he like that person? Is he even happy? If you pay attention to the character, the show deliberately gives you hints for you to figure out. To give you an example, he might put on a smile for a while during a game, and that's the moment where you feel like "he is enjoying this!". It's the faint expressions he make, the little word he says, the small things he does - they all show you the big picture behind his actual character. To put it simply, he's a guy that doesn't really like showing his true self, but you'll be able to figure that out over the littlest things he does, making him a wonderful addition to the already varied cast of characters.
I think my favorite thing is his relationship with his brother though, who is really the biggest hint of all about Azuma's character. Interestingly enough, Azuma says that his brother "isn't really what he acts like." The characters are two contrasts, but that's the one main thing they share. Their interactions are normally comedic and silly, but heartwarming and realistic. Despite their huge difference, they still clearly love each other.
But ah enough of that, it's really hard to talk about Azuma without giving it all away. Really, finding out his character and how he develops on your own is a great feeling and makes you appreciate him that much more, if anyone here will end up reading/watching this criminally overlooked manga/anime anyway.
Honorable mention:
Takamura - Hajime no Ippo
To be honest as a boxer I'd say his matches are way too over the top for my liking. Even his best match was basically overpowered vs overpowered making it really cliche (a really, really well done and amazing cliche, mind you) and missing the one thing I like best about Hajime no Ippo's matches (the limitations, adaptations to the situation, and varied fightstyles) but regardless his character is still the most entertaining thing about the whole show and his interactions and reactions to pretty much everything makes him the most awesome douchebag ever known.
Kogoro Mouri - Detective Conan
DC has a lot of one dimensional characters, even among its main cast. (lol Ran.) That said Kogoro is one of the exceptions. He's not all that complex but he's a character that still surprises you occasionally and he serves well as the most entertaining character in the whole series with some of the best interaction and dialog. (alongside child Conan)