Can't believe I never replied to this!
Oh this is gonna be a list! Followed by explanations!
In no particular order other than in that which I remember the characters, (also partly the order in which my books are kept on my shelves) here we go:
Captain Jack Sparrow
Captain Hector Barbossa
Captain Phantom F. Harlock II
Captain Nemo
Captain Rake Nightfur
Grand Admiral Mitth'raw'nuruodo
Captain/Vice Admiral Juzo Okita
Natani
San
Frank Castle
Katara
John Marston
Inle
El-ahrairah
Captain Jack Sparrow. PotC was the first movie I saw where it was about pirates. There were other movies where had been pirates (like Peter Pan for example), not any about, and I really thought they were cool. He's goofy to a degree, but dead serious when needed, constantly pretending to be dumber or drunker than he is so people underestimate his abilities, making it easier when it hits the fan. "Complications arose, ensued, were overcome."
But no pirate on Earth is was or will be as cool as Captain Barbossa from the same series. He is THE pirate. Cool, calculated, plenty of good insults, always stealing the Pearl, just a badass. Plus his hat.
Space Pirate Captain Harlock is different though, because space. See what I did there? As such, he is the best ever. There is just so much awesome that is contained in his stoic, laconic fictional being. The original series from 1977 is a bit dated, but still entirely enjoyable, particularly the music. There was a reboot kinda in 2002, Endless Odyssey, and that was really good, kept all the cool factor for the character, reset part of the universe, and also made plenty of references to the older representations of Harlock. I've got my friend 3D printing a replica of his cosmo-dragoon pistol.
Another captain, Captain Nemo, from Verne's 20,000 Leagues Under the Sea. A man escaping men, a scientist with the most advanced research vessel in the world, explorer, warrior, rebel, a mystery to all but his most trusted crew, but prone to occasionally slipping and saying one or two things too many to M. Aronnax.
All these captains and such are gonna be clumped together. Fine by me.
Captain Rake Nightfur. No I didn't come up with the name, I was fifteen at the time and didn't want to use the same name here as the Long Patrol Forums (RIP) because it had an "Ö" in it, and I hadn't learned the shortcut for that yet and didn't want to copy/paste it all the time because I always forgot to hit the stay logged in button. Anyway, Scottish hare with dual swords, what's there else to say?
Grand Admiral Thrawn. Blue-skinned, red-eyed, art-studying, tactical genius. One of the few intelligent Imperial officers in Star Wars. Able to determine how a species will act in combat based on careful study of that species' artwork. Cool cucumber, and knows not to overextend; he knows when a situation is hopeless and rather than sacrifice men and ships to a lost cause, he pulls them back to fight another day.
Juzo Okita. Captain of the Space Battleship Yamato. A man with many regrets, he knows other have died because of him, and it bothers him. He's probably the most human on the list so far. His near-impossible mission is to captain the Earth's first Faster-Than-Light capable ship into another galaxy to save the Earth, fighting the whole way there.
Natani. From the comic Twokinds, a transgender anthropomorphic wolf-mage-assassin. Just a good character, an assassin along with his brother, good fighter, decent mage, snarky and awkward. Those last two are what I relate to the most (not trans, a wolf, an assassin, a martial artist, or a mage). Also part of the best ship in the comic IMO, but that's not why I think he's a favorite, rather that he has issues like real people do, and while they aren't the same as mine, it's interesting to see how he handles them (or doesn't sometimes) even if it isn't realistic (magic, &c.)
San. The namesake for Mononoke Hime, my favorite of the Studio Ghibli movies. She was raised by Moro, the wolf goddess and believed herself to be a wolf, treated as offspring by Moro. She's a vicious fighter, relentless in an early appearance where she tried to kill the leader of a human town which was destroying the land around them and killing the spirits that lived there. She didn't talk much for the first while, but it is clear she know what she is doing when it comes to fighting and the laws of the natural world.
Frank Castle - AKA - The Punisher. I didn't like the 2004 movie very much, I never read any of the comics, but the recent Netflix series was really good. He's a marine who's family was killed and he goes after the people responsible. He was introduced in season 2 of Daredevil, but I didn't watch that. Though I did watch as many scenes as I could find on YouTube. I love the fact that unlike most of the heroes of the Marvel universe who won't kill or won't unless they have to, the Punisher just straight up murders people. He said to Daredevil, who doesn't kill, "You hit people and they get back up, I hit them and they stay down!" and "I think you're a half measure, I think you're a man who can't finish the job, I think that you're a coward" cool dude.
Katara. From Avatar: The Last Airbender, the show not the Shyamalan fan-film. This was the first character that made me realize that certain, well-written characters can be really awesome when they are angry. Katara loses her cool a number of times throughout the series, and it's at those times that I found myself thinking "Yeah, kill that guy, he's a piece of garbage and he deserves it."
When confronting her mother's killer for instance. Really badass scene, but ultimately merciful.
Despite the angry scenes, she's generally a really kinds person who genuinely cares about people, like the Painted Lady episode, she didn't want to leave people to die from sickness, starvation, or execution. Like a good person.
John Marston. The main character of Red Dead Redemption. He's a crap husband. He's a crap father. But he does try, and if you threaten who he loves, you best be ready to die.
Black Rabbit of Inle. Sometimes the less you know of a character, the more interesting that character becomes. In the case of the back Rabbit, we know what is told to us, that he (or she in the miniseries) is death, the reaper of rabbit souls. He lives in a stone warren, is a very powerful member of the Lapine pantheon, moreso than Prince Rainbow I have concluded, because we hardly see PR do much of anything, whereas the BR has defeated King Darzin's armies laying siege to El-ahrairah's people, returned Campion from death (in the series anyway), and is apparently the best bobstones player and storyteller of all time.
El-ahrairah. Cunning? Full of tricks? My kind of character. Granted this is a representation of the traits of all or most rabbits in the book, but he is supposed to be the culmination of all of them, even being so persistent that he wears out (really just shows how desperate he was) the Black Rabbit of Inle, thinking he could possibly best the BR at a challenge. I loved the various stories of El-ahrairah, Adams did a spectacular job of making the legends feel like real stories that had been passed down through generations like the Iliad and Odyssey, or Beowulf. And he even showed how new stories are created, with Vilthuril telling her kittens the story of how Hazel and company crossed the river and went through Cowslip's warren, except instead of Hazel, she said El-ahrairah, and instead of Fiver, Rabscuttle. So by saying that El-ahrairah is a favorite, I am really saying that they are all my favorite I guess.
Alright, it's quarter past one in the morning, so I am going to stop it here. There are more, of course, but this seems like a good list for now.