Mr Tumnus - The Lion, The Witch and The Wardrobe, the first character I really loved.
Benedick - Much Ado About Nothing, for his wit, charm (or lack or it) and intelligence
Hamlet - I fell in love with him as a moody teenager
BFG -how I wish I spoke like him when I was a kid!
Dobby the House Elf - Harry Potter and the Chamber of Secrets
There are others I am sure, but these are straight from the top of my head.
All this talk of Nights at the Circus is making me want to read it again. I remember enjoying it when I read it for A level, but can't remember much about it now.