I'll just cover TV (past and present) for now. Movies are going to take some thought.
As you can tell, these are in no particular order:
Reginald Barclay, Guinan, Deanna Troi, Worf (STAR TREK: THE NEXT GENERATION/STAR TREK: VOYAGER)
Malcolm Reed (STAR TREK: ENTERPRISE)
Alan Shore, Denny Crane, Jerry Espenson, Claire Simms, Jeffrey Coho, Clarence/Clarice Bell (BOSTON LEGAL)
Robert Goren (LAW AND ORDER: CRIMINAL INTENT)
Seven of Nine, Tuvok, Kes, Kathryn Janeway (STAR TREK: VOYAGER)
Dave Creegan (TOUCHING EVIL--U.S. version)
Al Calavicci (QUANTUM LEAP)
Olivia Benson (LAW AND ORDER: SPECIAL VICTIMS UNIT)
Paige Halliwell (CHARMED)
Willie Loomis, Magda Rakosi (DARK SHADOWS)
Joel Fleischman (NORTHERN EXPOSURE)
H.M Murdock (THE A-TEAM)
Gregory House (HOUSE)
Jack Bauer (24)
Jim Dial, Miles Silverberg (MURPHY BROWN)
Larry Appleton (PERFECT STRANGERS)
Niles Crane (FRASIER)
Radar O'Reilly, Charles Emerson Winchester III (M*A*S*H*)
Leonard McCoy (STAR TREK: TOS)
If anime counts: Sailor Mars (SAILOR MOON), Sesshomaru (INUYASHA) (with all other animes I've watched I can't pick a favorite character, or even a few).
And this is just all I can think of off the top of my head right now.
_________________
The existence of the leader who is wise
is barely known to those he leads.
He acts without unnecessary speech,
so that the people say,
'It happened of its own accord.' -Tao Te Ching, Verse 17