Guts from Berserk, pretty much all the characters in Watchmen, and Scar and Pride from the Fullmetal Alchemist manga. IMO, they?re all multi-layered, human-feeling individuals who you?re able to emphasize with and undergo genuinely interesting character development.
I?d also say Holden Caulfield in The Catcher in the Rye, although some may disagree with me on that and just write him off as ?a whiny teenager who calls people ?phonies? too much?. To those people, I would say, ?I think you?re wrong, and you?re taking his lines and unreliable narrative too much at face value?. Honestly, the guy only tells us what he wants us to hear, and more than the minimum of interpretation of his actions throughout the novel truly reveal a different side to his conflicted personality.