Bender... probably my favourite character. He stood on top of a ship to get struck by lightning, found religion and got dragged to hell... in ONE EPISODE!!!
He'd been an uprising member of an organised crime syndicate, bent an unbendable girder, and somehow he pulls off being a borderline-sociopath off in a likeable manner! How can you not like him.
As Leela points out, he's a beer-swilling, wallet snatching, chainsmoking whore-monger... and as someone on this thread points out, thats exactly why we love him! If an episode is centering in on Bender, you know its going to be a good one, I can't think of an un-funny episode where Bender is the protagonist.