In books, I have to second Jane Eyre. She’s probably my all-time favorite, but it’s so hard to narrow down! Joan of Arc in Mark Twain’s recounting is very high. Also Ellen, from Robert C O’Brien’s The Silver Crown (which is now back in print, yay!) And oh! Elizabeth Proctor from The Crucible.
Severus Snape from Harry Potter is up there (and he was my fave in the books since #1 came out, I was so happy with the payoff of believing there was more to him than Snidely Whiplash evil).
The Once And Future King by TH White is my favorite book, and I adored pretty much every one in the tale, in one way or another, but had a special spot in my heart for Sirs Grummore and Palomides and their adventure. Father Delaura in Of Love and Other Demons.
In mythology I’m partial to Thetis, Diana, Helen (Elizabeth Cook’s Achilles has the BEST portrayal of Helen I’ve ever encountered).
TV - Agent Scully (X-Files), Dr. McCoy (Star Trek) and a 3-way tie between John Crichton, Aeryn Sun, and Chiana on Farscape. Crichton is actually my favorite fictional man in any medium. He’s just perfect, because of all his imperfections.
When I was into comics, I liked Magneto and Phoenix best (old-school really was Jean Grey and is still dead on the moon Phoenix) best. And Foggy Nelson.