Will, here's some I enjoy, though in no particular order.
Sam Vimes from Discworld novels. He's the gritty cop who take shis job extremely seriously. Hell, the way he takes down people a few notices is humorous enough.
Granny Weatherwax Also from Discworld novels. She has the uncanny ability to make people believe they are doing what they aren't suppose to be doing, but they are doing what she wants them to be doing. Has a tendency to make people enjoy the small things in life.
Harry Blackfield Copperstone Dresden from the Dresden files. The child of a stage magician, and a supposed black witch, he is the only wizard listed under the Chicago phonebook. He has obivous flaws, his chilvary for one gets him into severe trouble, as well as his ability to someone blame everyone's problems on himself. He doesn't posess strong magic, but does posess the ability to think on the fly, and this has saved him on more than one occasion.
Findo Gask from The Word and the Void novels by Terry Brooks. Dressed, currently, as a reverend, this devil in work for the Void is extremely strong. He, unlike other demons, has yet to self destruct after many centuries of being alive. What makes him so great? He is able to to decide whether or not a conflict will help him out. The book he was in, as a major villian, he got to the final fight, saw who he was facing, and simply shrugged, and left, dooming his companions to gruesome deaths. He is the first villian I read that actual did that.
Shadow from American Gods. Simply put, the man was amazing.
Adam and his gang Them from Good Deeds. These four kids face the horsemen of the Apocalyspe with nothing more than a few trinkets. And the power of the antichrist.
Guess who won?
I'm sure others will come to me as I think about it.