To get this thread started, one of my favorite characters is Kinsey Millhone of the Sue Grafton alphabet series. I feel drawn to her because she is single, like me, and leads a very active and independent life.
And who wouldn't envy having Henry as a landlord and neighbor - a retired baker who loves to cook.
Sometimes I see a lot of myself in Kinsey, except that I have never been shot at (directly), but that's another story.
Okay, your turn - who is your favorite character?