Hades. He's so freaking metal. He doesn't care about morality or anything, he just wants death to everyone so he can have fun with them in Tartarus. I can't believe the guy or Tartarus haven't been on like, a zillion black metal album covers.
I'm a bit of an Eilistraee fanboy, but really, what with Horus and Thor running around being badasses, I think we need a bit of an opposing view
Ima go with Dionysus
That was one dude who knew how to party
Oh Loki for sure. Yes, he's a morally ambiguous dickhead, was the primary cause of just about every problem the other gods ever encountered (to the point where they'd just automatically blame him even if he had nothing to do with what was happening), basically sets the end of the world into motion, and technically he's a giant and not actually numbered among the aesir.
BUT he's also completely unrepentant about anything he's ever done, just as frequently bailed the other gods out of situations as he got them into them (even when he hadn't actually DONE anything), and he frequently outsmarted everyone. I can't help but admire a god that stands by what he's done, both good and bad, regardless of the consequences. Not only does that take some serious balls, but some major dedication too.