The thing is, I haven’t read any fiction book is so long, I’m really trying to think of fictional characters–and all I’m coming up with is Anne Rice ones…
Lestat, from the Vampire Chronicles
Mona, from the Mayfair Witches Trilogy
from movies–it HAS to be Indiana Jones (really well-written hero, Joseph Campbell would have been proud)
my favorite people from my non-fiction reads have been Queen Elizabeth I and M.F.K. Fisher.
Well, someone already mentioned Lazarus Long, so I’ll have to go with Mycroft Holmes from Heinline’s ‘The Moon is a Harsh Mistress’.
Also Louis Wu from Niven’s ‘Ringworld’ and Beowolf Shaeffer from various ‘known space’ stories.
And as a slght hijack, groups of interesting characters you’d like to hang out with. I’ve got two similar groups that come to mind: the buckaneers that work with Buckaroo Banzai and the group surrounding Doc Savage. Oh great, now I’ve got to go home and search through boxes of old books.
<sigh>
Hmm. Here’s a few…
Felix, the near-invincible scout in John Steakley’s Armor, and the amoral Jack Crow from the same book.
Thomas C., the Unbeliever, from Stephen Donaldson’s two over-the-top but brilliant trilogies. A great anti-hero.
The mysterious, uber-powerful Count Fenris from Dune. I’ve never wanted to know more about a secondary character.
Someone mentioned Nero Wolfe - how about the master of disguise, Saul Panzer? What does that guy do with that talent when he’s not working for Nero and Archie?
I forget his name, but Vlad Talto’s sidekick from Steve Brust’s novels - starts with a K, I think - with his hilarious, completely unexplained ability to remain unnoticed, i.e. “Um, I’m right here, boss…” Hard to kill a guy if you can’t notice him sitting next to you.
Corwin from Amber is a good pick, but I think his brother Random is more fascinating. A professional jazz drummer, hanglider, and poker player becoming King of all Order? That’s RZ for you.
This could get very long so I’ll stop now. 
My picks:
Capt. Harry Flashman–He’s a liar, womanizer, poltroon, and accidental hero who always manages to show up at famous 19th century military engagements from the Sikh War to Little Big Horn. He’s the protagonist of a series of humorous historical novels by George MacDonald Fraser.
Oliver Wiswell, from the eponymous novel by Kenneth Roberts.
He’s a Yale student who fights the American Revolution on the Loyalist side.
Judge Dee, from the mystery novels by Robert van Gulik. He’s
a wise magistrate administering justice in Tang China.
Horace Rumpole, as played by Leo McKern in the TV shows based on the stories by John Mortimer. He quotes Wordsworth,
drinks and smokes too much, and always defends the innocent and not-so-innocent against the British legal system.
How about Ace Rimmer from Red Dwarf?
Or Miyamoto Usagi from the, er… Stan Sakai’s comic books (can’t spell the title)
Kosh
My two favorites have already been mentioned: Indiana Jones (obviously) and Louis Wu from the Ringworld novels. Also John Christian Falkenberg. And Legolas and Gimli son of Gloin.
My vote goes to Scarlett O’Hara in Gone with the Wind, with Honorable Mention to Rhett Butler. She is one of the most comoplex, sometimes-you-hate-her-but you-can’t-help-loving-her characters ever created.
The ones I want to actually know:
The Discworld series is full of interesting characters.
Death and the Patrician have already been mentioned.
I’ll add
Commander Samuel Vimes
Captain Carrot Ironfoundersson
Granny Weatherwax
and my namesake, Rincewind the Wizzard
I don’t know about the most interesting fictional character, but without a doubt, the most well-known fictional character has got to be Superman.
Or Jesus, if you think the New Testament is fiction like I do. 
Wevets,
I assume you are refering to Usagi Yojimbo
Tracer,
I thought that Robin Hood was the second best known fictional character after Sherlock Holmes.
Yes, that’s how you spell it! Thanks, Narile.
Kragar, I think. I find it ironic that we can’t quite remember the name of the guy who no one can ever quite see…
Eposia
How could I misss some of these?
[ul][li]Jean-Luc Picard, from Star Trek: TNG[/li]
[li]Constable Benton Fraser, from Due South the TV series[/li]
[li]Daniel Jackson and Captain O’Neil from the movie Stargate (and the TV show as well :))[/li]
Onto the ones that haven’t been listed yet
[li]Menolly from the Harper Hall series. (If anyone can’t guess I love the Pern books. I have listed 3[/li]people from them that I’d love to meet)
[li]Robin Hood[/li]
[li]Mr Chapel from Vengence Unlimited[/li]
[li]Jarod from Pretender[/li][/ul]
Boy I have a lot of people I want to meet but I can never think of them all at once. If I come up with more (and I probably will) I’ll be back!
My vote for most interesting characters:
in print: Ignatius J. Reilly from “A Confederacy of Dunces” and Easy Rawlins and Mouse from Walter Mosley’s “Easy Rawlins” books
in movies: Tallulah Bankhead’s and Walter Slezak’s characters in “Lifeboat”, or Jimmy Stewart and Grace Kelly in “Rear Window.”
in television: the entire cast of “Northern Exposure”, but especially Marilyn.
in comic books: Reed Richards, Ben Grimm and Dr.Doom from The Fantastic Four.
Just a few of my personal favorites…
This is a beautiful thread, its going to make me re-read so many good books to re-join some of my favorite fictional people.
Patience from Orson Scott Card’s Wyrms is the top of my list. Strong, intellegent, ruthless, and blind to her own weaknesses. She’s lovely to follow through the course of the book and I would enjoy an afternoon with her.
How about Marrissa from the Steven Ratliff series of Star Trek: The Next Generation fan fiction?
(Here’s a link: http://pinky.wtower.com/mst3k/cgi/misting-search2.pl?search_category=on&category=SR WARNING: Ratliff has been called the Ed Wood of Star Trek fanfiction. The link I’ve just given is to those works of Ratliff which have been deservingly subjected to the Mystery Science Theater 3000 treatment – which is the only way to make his works palatable.)
The amazing thing with Ratliff’s ST:TNG Fanfic, is that he takes the MST’ing in stride and doesn’t really mind it. He can’t write worth a damn, but at least he has a sense of humor.
And if you want the definition of truly evil fanfic…beware, I send you to the…Eye of Argon.
This must be read to be (dis)believed, if you can stomach it. It is used at SF Cons to weedout the weak and feebleminded, to read more than a few paragraphs without loosing it, is a mark of insanity or total lack of brainpower.
Sebastian from Cruel Intentions…I’d like to learn some stuff from him. 