That's a pretty hard one to answer really. All the characters across One Piece and Gunpowder are really fun to read and interact with for various reasons which of course makes them very interesting. At the moment though I think my favourite character is probably Ice's Emmett Holliday from Gunpowder. Not only is he written hilariously but psychologically he's really interesting too.
Past characters that I have found interesting? There's honestly just too many to count.
Holy butts that's actually a hard question... Just like GP said, there's too many to count!
Off the top of my mind, two characters which really like are aeternum's Jeb from Gunpowder and GP's character, McGregor from Outbreak. The two are total A* badass, and Outbreak's realistic theme only made McGregor look even more badass even without Jeb's powers.
I really liked under_score's character in Venice. An elderly banshee who was a really effective murderer, but got extremely high from murder, which made her go out of control.
Deceptio's character was really cool too, and I do love Fox's SU too, even though he never got to post. Deceptio played a three thousand year old demon locked in a puppet, who was able to start to overcome his murderous nature. He tried so hard to be good, but a demon's a demon.
Fox was going to play a boogeyman, who scared children, but his powers only worked if you were afraid. If you overcame your fear, his power would weaken. I would have loved to have seen him in action.