Oh... I have a lot of them...
Erlic Brothers(Full Metal Alchemist) for their sacrifise.
Hinata Sou residents(Love Hina), because only together they are so funny...
Himura Kenshin(Rurouni Kenshin) for his goal.
Alucard(Hellsing), because he is one of the best vampires ever.
For now that's enough...
The easy answer for me is Vegeta. But I'm going to go with Vash from Trigun. Hes backstory was deep and his personality switch really resonated with me being depressed. The way he always found a way without getting anyone killed was the best.