Back to "pick your favourite child" type again, are we? *grumble*
Favourite Hero In Common Sense Of The Word: Harry Potter. He somehow stands apart from most of the lot. Maybe because he isn't easy to self-insert yourself into.
Favourite Unsung Hero: Samwise Gamgee is often overlooked. The movies didn't help. I mean, he was only going to hell and back out of loyalty. (The true friendship developed gradually.) And really, what would have become of Frodo without him?
Favourite Byronic Hero: Feanor. a) He more or less single-handedly debunks all misconceptions of Tolkien as naive, playing it safe, being able to see only in black and white, and pushing Merrie Olde England agenda. b) He is a character rarely seen in modern literature, firmly rooted in old Nordic and Anglo-Saxon epics. In fact, I haven't seen a character like him in modern genre literature, particularly not in fantasy. I said it a thousand times, but I have to again: fantasy writers are borrowing the wrong things from The Professor.
Favourite Villain: Gromph Baenre. And I bet 99% of you haven't even heard of him. What Gromph is, is smart. A friend and I had a theory that it's possible he wrote the Evil Overlord List - naturally, leaving the most important things out. He is not a cackling villain for villainy's sake; he lives in an evil society, and he belongs to the group that is subservient by default. But while he has a cause, that doesn't make him sympathetic: he is excessively cruel even by his people's standards. On the other hand, he is able to keep still and not let out a sound while his eyes are being eaten. I say "villain", but don't get me wrong, he is never pitted against any heroes - because there is no plausible way anyone could make your average bunch of adventurers defeat him. He has contigency plans for contigency plans.
Favourite Classical Character: Hamlet. I used to have a crush on him when I was a teen. Don't ask.