Milton from Office Space is one of mine. I even have a red stapler at my work because of him. I'm kind of a shy and strange person in real life so his whole vibe just speaks to me.
I don't know if I have a favorite but some memorable ones: Hannibal Lector from Silence of the Lambs Ace Ventura Tyler Durden from Fight Club Forrest Gump Vincent Jules from Pulp Fiction
Holly Golightly Although she was better in the book, darker and deeper and she didnt fall in love and live happily ever after in the book
I still primarily think of the singer/songwriter when I hear that name! Saw her live in a small venue too. Really good
Shane from the movie of the same name. A great western story - he's a gunfighter trying to leave that life behind ends up embroiled in the Wyoming range wars. He's a stand up guy, good in a saloon fight, and ends up strapping on his Colt to help out the people he has come to care about.
As a character, 007 (Connery and Craig versions) is probably the top of my list. . Clint's Moody and Magnificent 'Man with no name' comes close, Ellen Ripley can certainly 'kick-(Alien) ass' - throughout the decades/centuries and even after death - along with Natalie Portman's portrayal of Leon's Mathilda - showing a Lolitta-isque / clinical assassain performance that belied her years - but it is hard to pick one