I really liked Roger Zelazney’s character of Dilvish.
For those unfamiliar with him, he was a guy who was cast into hell by a wizard for interfering with an important spell. Dilvish then spends the next two or three centuries in hell, in which time he learns a fair amount of demonic spells. With some demonic assistance, Dilvish manages to escape from hell. Aided by a demonic steed, and possessing spells of immense power, Dilvish seeks to slay the wizard who sent him to hell.
Jame of Knorth, from P.C. Hodgell’s Kencyrath novels (Godstalk,Dark of the Moon, and Seeker’s Mask). I identify with her…which is disturbing once you realize that she’s an amnesiac avatar of the god of destruction. She means well, though.
She’s the one the Widow Cleppetania is referring to in the quote in my current sig, BTW.
It’s a tradeoff between Ellegon, the dragon from Joel Rosenberg’s Guardians of the Flame series or Diana Tregarde from Mercedes Lackey’s Guardian novels.
Evayne a’Nolan or Kallandras of Senniel from Hunter’s Oath and Hunter’s Death.
Alaric Morgan from the Deryni Chronicles and the Histories of King Kelson.
Maeniel from The Silver Wolf and Night of the Wolf.
Vlad Taltos from the Jhereg novels.