[FeyOberon]

It's so hard to narrow it down to one -- or even just a few, but here goes:

Aya (Ran) Fujimiya from WeiB Kreuz
Kaze from FFU
Sesshomaru from Inu Yasha

Honorable Mention:
Roy Mustang from FMA
Jin from Samurai Shamploo
Brandon Heat from Gungrave

Generally, I end up with a favorite character from every anime I watch.