Not just who you think is the greatest, or the best written, but who you just warmed to for some reason, who you enjoy reading about?
After spending my teenage years devouring Bernard Cornwell, Richard Sharpe is an all-time favourite. I can happily daydream for hours about being rescued from the evil French by him 
I always liked Elizabeth Bennett. A bit of a cliche, I know, but she struck me as someone you could have a great evening with, especially if she got to gossiping after a glass or two of wine. I wanted her to get Darcy because I felt she was a truly decent person.
But I'm currently rereading Pat Barker's Regeneration trilogy, so while this might be a bit of an obscure choice, I realised the other day that the main character, Billy Prior, in a way means more to me than any other character. I've re-read the book a few times and have never managed to actually read the last few chapters again because they leave me sobbing. I prefer to live in a world where Prior is alright 
There's something about the way Barker writes him - as if even she has no idea who this character is, what he will do or what will happen to him, as if he is the driving force behind his own character, not her, as if she is as surprised by things that he does as we are. That probably sounds a bit bullshitty but I can't think of another way to describe it.
Anyway, while I'll hold out a vain hope that at least one person might have read the books and know the character - who would be yours?