I simply do not have one, I have several, and I alternate... mainly though? my own characters are usually more absorbing to me. Nonetheless, a small list of television and film stand-outs:
Porn Stache from Orange is the New Black was hilarious, a rotten douchebag... and still had enough human qualities to make me like watching him.
Bill the Butcher from Gangs of New York. Daniel Day Lewis as an irredeemable, murderous cad and the kind of racist that the Alt Right should be setting up as a martyr to the whole movement and worshiping right about now, and yet still, super-entertaining.
Douglas Reynholm from The IT Crowd . Absolutely hilarious, in a cast that is already super stellar.
All of the cast of Garth Marenghi's Darkplace.
Any part that either Richard Ayoade or Noel Fielding play.
Ray from Archer. Just always have a good time catching his wit and dialogue, great field agent, and often plays the straight man to Archer's zany foibles.
Grig from The Last Star Fighter. Gung-ho iguana. Brilliant.
Bojack Horseman. I still sometimes sit in awe of an animated series that can be, at times, waay more poignant and deeper than live acted dramas.
...
I guess I like Gonzo the best, in the end.
... and the Dude, of course. And Petyr from What We Do in The Shadows. And Lestat. Gmork, servant of the Nothing.
Jesus is pretty cool in his books, if a bit OP.