Mordecai, hands down. I usually hate playing as a sniper, but when I first played I picked him purely because I thought he looked cool. I couldn't be arsed to start again once I worked it out, and after a bit of getting used to it, I decided I had been missing out. There's something exhilarating about taking down your opponents in a single hit, before they even realise that there's a threat, and then pulling out the trusty revolver and blasting away when they get too close.
I ended up playing as mix of sniper and gun slinger. I've never loved a character build this much before.
Edit: Also, because he's hilariously psychotic (one of his shoutouts for a critical hit consists of giggling like a loon) and Bloodwing. 'Someone's earned a treat' indeed.