My favorite character would definitely be Lelouch vi Britannia from Code Geass (as I'm sure you've already observed). Lelouch is an utterly fantastic protagonist that goes through insane development and that you really can support from beginning to end. In some ways his methods are just as drastic as Light's (from Death Note) but the key difference is that Lelouch is a legitimately likable character. Light is a selfish, distorted individual who goes through great development but has an utterly awful personality with no concern for anyone but himself following like episode 5. Lelouch, who HAS to play the role of the scumbag to be convincing, actually cares very much about his friends and takes all the blame on himself whenever someone close to him ends up being hurt. This is done very well and all the way up to the very end Lelouch proves his worth in competence, intelligence, and awesomeness in general. The very last episode pretty much seals the deal for reasons I cannot say due to spoilers but proves that very few, if any, characters could ever leave the lasting impact that Lelouch did.