My favorites:
Beatrice (Umineko)
Holo (Spice & Wolf)
Nanase Shizuru (MinDeaD BlooD)
Others I loved:
Albedo (Xenosaga)
Alucard (Hellsing)
Anrimayu (Fate Hollow Ataraxia)
Asagiri Kaitou (Akatsuki no Goei)
Ashikaga Chachamaru (Muramasa)
Hikou Seijurou (Rurouni Kenshin)
Hisoka (Hunter x Hunter)
Kurosu Taichi (Cross†Channel)
Lancer (FSN)
Morita Kennichi (Sharin no Kuni)
Natsume Kyousuke (Little Busters!)
Shiren Fuyune (Haru Made, Kururu)
Suzumiya Haruhi (Suzumiya Haruhi no Yuutsu)
Yuri Hyuuga (Shadow Hearts)
Others I liked:
Amemiya Ginga (Himawari)
Aoko Aozaki (Mahou Tsukai no Yoru)
Battler (Umineko)
Daikuji Ayu (Kimi ga Nozomu Eien)
Dufaston (Eternal Poison)
Erika (Umineko)
Genha (BALDR FORCE)
Gore Screaming Show (Gore Screaming Show)
Gotou (Mana Khemia 2)
Gunnar Damm (Mana Khemia)
Haneda Youji (Ore-tachi ni Tsubasa ha nai)
Haruhara Haruko (FLCL)
Hirota Hiroshi (Kazoku Keikaku)
HK47 (Star Wars: Knights of the Old Republic)
Iskandar (Fate Zero)
Karura (Ore-tachi ni Tsubasa ha nai)
Kigai Yuto (X TV)
Killer (Shadow Hearts 3)
Kisaragi Hounan ”Ayakashi”.JPG (Ayakashibito)
Kozuki Yuuko (Muv-Luv Alternative)
Kuranari Takeshi (Ever 17)
Kuze Shuuichi (Ef -tale of the two-)
Laharl (Disgaea)
Machinaga Sara (Ever 17)
Maebara Keiichi (Higurashi)
Morte (Planescape: Torment)
Nash Clovis (Sukoden III)
Nemissa (Devil Summoner: Soul Hackers)
Reis Skywalker (Bullet Butlers)
Ryuk (Death Note)
Sasaki Kojirou (FSN)
Spoor Aron Sekpado Letopanyu Peneju (Seikai no Monshou)
Sora (No Game & No Life)
Vivi (Venus & Braves)
Yuusa Doushin (Muramasa)
Visual novel & other stuff impressions 