I've been thinking about this for a long time and I've finally realized, I think, why I haven't been able to come to any conclusions. My favorites change depending on my mood and what I'm reading. So any list would be long, and would be different depending on what day it is.
I think one of the reasons that I'm so drawn to Kage Baker's series of Company novels is that Mendoza is such a great character. She's got issues, to be sure, but what immortal cyborg wouldn't?
As far as television characters go, I always really liked Ensign Ro in "Start Trek: The Next Generation". Again, she had such attitude.
From film, I've always liked Kevin Smith's "Silent Bob" character. He's good when he's not saying anything, but he's even better when he opens his mouth and lets go with one of his monologues. (Kevin Smith is also one of my favorite screenwriters - yeah, he uses a few too many F-bombs for my taste sometimes, but he really is a great writer, with some great insights - see "Dogma" and "Chasing Amy" if you don't believe me.)
Also from film, Indiana Jones - how can one not like him? Smart, attractive, and not afraid of a challenge but also reluctantly not afraid to admit it when he's afraid - my kind of man.
I'm sure there are others, but those are the ones who come to mind immediately.