Everyone’s so literary in this thread that I’m almost ashamed to post my pick. Almost.
James Fraser from the series of books* written by Diana Gabaldon.
Umberto Eco’s Lorenza Pellegrini in Foucault’s Pendulum. A babe that can play pinball(!): It’s obviously fustian, but it sure works as a sex fantasy.
Daphne Bedloe (Anne Tyler - Saint Maybe) a good-hearted person that we see grow up from a loving child to a sexy young adult.
Of course Nora Charles (Dashiel Hammett - The Thin Man) - funny, brave, and likes to party.
Marguerite de Navarre (Alexandre Dumas - La Reine Margot, Les Quarante-Cinq) - great lover and smart cookie. plus she’s a queen!
Lily Bart (Edith Warton - [The House of Mirth) - though she has her shallow side (too interested in money and gambling), she has a strong character and won’t compromise her principles.
Jo March (Louisa May Alcott - Little Women) early feminist, but why did she have to marry some boring old German professor and decide to open a house for lost boys?!? She should have travelled the world instead or became a writer like she wanted to originally.
eunoia - to tell you the truth I thought Lorenza Pellegrini was annoying. Belbo should have dumped her the minute she started playing those annoying games with his head (and I don’t mean pinball).
By the way, ricepad, Portia can’t hold a candle to Rosalind (As You Like It).
Male-Archie Goodwin
Female-another vote for Modesty Blaise
Michael Curry from The Witching Hour by Anne Rice
Augustine from Stormy Weather by Carl Hiaasen
Plucky Purcell from Another Roadside Attraction by Tom Robbins
Joe Pike from the Elvis Cole novels by Robert Crais
Julian Cash from Turtle Moon by Alice Hoffman
or does this stuff not count as “literature”?
re: Foucault’s Pendulum, I thought Lorenza mostly needed to be slapped around, in a deciedly non-sexy manner. Vapid and headgame-playing.
Lia, on the other hand, that’s another story. And she came this -><- close to verbally smacking some sense into Casaubon.
Far less literary, I recall thinking that the namesake character from Louise Cooper’s Indigo series was eminently cool. Intelligent, focused, butt-kicking, a core of hurt that she always rose beyond. It’s been ages since I read them, though, and I’d rather not reread lest reality get in the way of my own adolescent memories of the books.
Where are all the votes for Mercutio?
Oh, I know. 
And, btw, I throw in a vote for Juliet.
Sir John Smythe from the Vicky Bliss mysteries by Elizabeth Peters
Captain Wentworth from Persuasion
Michael Shermer – okay, he isn’t literary exactly. But I still have a little crush on him.
Mrs. Quilp, from Charles Dickens’s The Old Curiosity Shoppe. She’s a legal version of sexy little Nell, the wood-springer queen.
Oooooh! OOOOOOOOH! I just knew I wasn’t the only person in the world who’s beguiled by those raven-haired vixens in the Phiz illustrations!
Mrs. Quilp, definitely! Also Esther Summerson from Bleak House, Mary Graham from Martin Chuzzlewit, Little Em’ly (the GROWN-UP Little Em’ly, of course) from David Copperfield, the Young Lady with the Fur-Lined Boots from Pickwick Papers…yes, I could assemble quite a little Victorian harem from the amongst the ladies of Dickens.
Mmmmm… Saint-Germain, from the Chelsea Quinn Yarbro books. DEFINITELY Even if he is… vertically challenged.
Louis, from Interview with the Vampire. Lestat never did anything for me.
Michael Valentine, Stranger in a Strange Land.
I’ll toss into the Hannibal Lector pile as well, please. PLEASE??
I had a thing for the older Bobbsey twin boy when I was a young’un… Bert, was it?
For the ladies… hmmm…
War, from Good Omens.
Eponene (sp., anyone?) from Les Miz.
I’ll toss in for Jo from Little Women.
Morgaine, from Mists of Avalon.
Now, if you’ll excuse me, I need to go… lay down or something.
-BK
Rhett Butler from Gone With The Wind.
Ooof. A big strong guy taking control of me…d;avhwerfaei;ur0aeur.
Oops! Sorry about that. My brain fritzed for a minute.
I thought she just needed to be loved, maybe that’s why I always end up with the basket cases!
Eponine, actually. 
I decided to bump this baby up. 
I think that Damien Karras (The Exorcist), was pretty sexy. And I’ve always had a thing for Perry from In Cold Blood though that wasn’t fictional. (I did say literary, not fictional, didn’t I?)
Okay kids, here are mine, hang on to yer pants.
*Accolon from Mists of Avolon
*I have to second Jamie Fraser (from the Outlander series) <blushes>
*Rodion Raskolnikov from Crime and Punishment (maybe that’s why I fall for the head cases eh?)
*Armand from Interview with the Vampire although I have no use for him in his own book.
*Laurie from Little Women, it always pissed me off that Jo rejected him and he ran off with that snotty Amy. bleh. (it was a schoolgirl thing)
Oh, and many more but it’s late and I’m overwhelmed.
Percy Blakeney and Lady Blakeney (the Scarlet Pimpernel)
I must second Rhett Butler and Sirius Black. Yummy.
In addition:
John Blackthorne from Shogun
Mr. Darcy from Pride & Prejudice
F’lar from Anne McCaffrey’s Pern series