In no particular order, my top ten favourite characters that I can think of. Keep in mind I wasn't going to spend more than 10 minutes dwelling on it, nor have I played every game you have.
Phoenix Wright [Ace Attorney series, Ultimate Marvel VS Capcom 3]
I like the Ace Attorney series mainly because, apart from catchy tunes that you expect from Capcom developers, it was one of the first types of games I got into that wasn't all about combat action, and made me think outside the box. As for Phoenix as a character, he's a bit of a klutz for what he is, and probably has more luck than Joey Wheeler from Yu-Gi-Oh. It's also interesting how a lot of the cases tie together, as well as with him. He's also a rather technical fighting game character which is great to win with since it's kinda just trolling.
Ezio Auditore [Assassin's Creed series, Soul Calibur V]
Given that the amount of coverage that Ezio gets over the course of three games, he kinda just grows on you like facial hair (at the same time growing his own). It's interesting to see a character mature so well (although it did happen over three titles). Wasn't my favourite in SCV though.
Kenshiro Hokuto [Fist of the North Star Ken's Rage 2]
Man, I love this guy's story so much. That's all there is to it.... minus that last chapter which I think was just absolutely unnecessary.
Ryu Hayabusa [Ninja Gaiden series, Dead or Alive series, Warriors Orochi 3]
I like Ryu, given that he is a ninja. He's not some robot affixed to his Ninja missions 100%, he at least has 10% personality. He also goes on demon adventures. Don't particularly like his Warriors skill set, although he does have Hyper Armour so there's a plus in the very least.
Nathan Spencer [Bionic Commando, Ultimate Marvel VS Capcom 3]
I think I had the privilege of playing Bionic Commando (whatever that PS3 reboot/s was), but I like him more as a character in UMvC3. Overall, he has just fun fighting mechanics, and rather suitable for the competitive fights.
Rachel Alucard [BlazBlue series]
The Queen of slander Rose, if you get what I mean. I just love how she can just trash talk everyone. She also does it rather well. As a fighting character, I also find her fun to use. Perhaps not competitively, that's when I pull out Ragna or Tager.
Captain Price [Call of Duty: Modern Warfare series]
I'm gonna put this up there because if Call of Duty had a trademark character, it's either him or Reznov, although given Reznov's linking to the Black Ops string, I think he's lost his "FOR MUTHARUSSIA" appeal that I enjoyed. Captain Price made it feel good to play an FPS campaign.
X [Mega Man X series]
As far as Mega Man series types go, I think X has been my favourite out of them all, although I think later Zero titles had the better gameplay. This is the guy I think of when I think "Blue Bomber".
Cool Black [Bomberman series]
So basically, the bomberman characters actually have names (if we take the Land Touch games on DS as a canon for nomen, and why not). This is the black one, the no nonsense, badass one. The white is Cheerful White apparently. How fruity.
Frank Honey [Lego City Undercover]
The game isn't out yet, but from what I've heard/seen of the game, it's going to be full of hilarity. That said, Frank Honey is supposed to be the scapegoat for jokes, so I'll be looking out for his sheer stupidity in this game.