Alucard from Hellsing is one of my favourites. He is very complicated character, and I can imagine him doing nearly anything. And he looks great, also
In manga it is just wonderfull, one moment he can be nearly cute and next moment a monster spitting blood and saliva and who knows what. Cool. (I want to write some Hellsing fanfics, but writing with my English skills is like running with legs duck taped together, and not to mention all grammar mistakes and spelling errors and... And I want to share my writings to get criticism and stuff, and I don't know any good fanfic pages in Finnish. Tough.)Vash from Trigun is also just too cool. I don't like his I-won't-kill-no-matter-how-many-dies-because-I-wont-kill attitude, but somehow I just like him.
A bit similar, but not too much similar guy, Van (from Gun X Sword) is also great. He does not suffer about being too nice and good, and he also looks nice.
Revy (Black Lagoon) is also one of my favourites. I just love her attitude and not too peacefull ways to deal with difficult or irritating people. She is kind of broken, but at the same time very strong.
And Sousuke (FMP), of course. Strong, adorable...
Crap, too much great characters
Mao is also great, and...