For sheer cool, there is but one answer:
Emma Peel. No contest.
Male, I would like to say Steed, but I must say that Buckaroo Banzai may out-cool him. Rock singer, neurosurgeon, and trans-dimensional scientist, all wrapped up in the same package. Now that’s cool.
Neo just doesn’t cut it. It takes more than specs and a long leather jacket.
Q was cool? Sorry, he was very powerful, but in his assholishness, he was the antithesis of cool. Now, Gary Seven; he was cool.
You got that right.
Along with Mal from Firefly, I’d like to also vote for Jayne. He has some of the best one-liners, is a jerk, a womanizer, and names his favorite rifle “Vera”.
Wow, surprised nobody’s mentioned Farscape yet. Almost every character on there was cool.
A vote for Zaphod Beeblebrox. So cool you could keep a side of beef in him for a month, so hip he has difficulty seeing over his pelvis.
Spock, without a doubt.
I second Snake Plissken. Come ON. My standard greeting for old friends now is “Hey, (Name.) I thought you were dead.” (I know, Snake didn’t say that… it was said to him… but still.)
Jayne was too much the buffoon to be cool. He was a tough guy, but not enough in control to ever be as cool as Mal. Don’t forget about Zoe, either. Especially in “War Stories”, where she waltzes into the torture chamber, chooses to save Wash over Mal without blinking, and then tucks Mal’s severed ear into her bra! She’s scary, yet still boffs the geekiest guy in the cast! That’s cool. Also, IRL, she marrried Morpheus, so she’s also cool by associateion.
The coolest character on Firefly, however, only appeared in the final episode. Jubal Early was what Boba Fett should have been. A bounty hunter of incredible skill, chilling sadism, and smart as all hell. Hell, even being left for dead alone in space didn’t phase him.
Jack Deth in Trancers I, Trancers II, and Trancers III.
Touché.
I guess the mental games were all right but he seemed to be too “talky”. However, his skill was well demonstrated when he punched Mal in the throat to keep him from yelling for help… heck, even catching him as he was about to fall into his quarters.
I don’t doubt that in Whedon’s universe Jubal might’ve survived that. Heck, he don’t really know what happened to his ship as it looked like it just veered off-screen and Jubal just says, “Well, here I am.”
Snake Plissken and Buckaroo Banzai were going to be my nominees if they hadn’t already been mentioned. But they have.
So I’ll say V.I.N.CENT from The Black Hole. 
“Hey, RickJay. I heard you were dead.” 
Most of my votes have been mentioned, so I’ll just throw in two for Dennis Hopper (Deacon in Waterworld and that outrageous cyborg villian he played in Space Truckers.)
If we get to delve into the literary world, Zaphod Beeblebrox is hard to top. But if you want to leave out the absurdity factor, I’ll nominate two space legends: Joshua Calvert (ship captain, space archeaologist, ladies man extraordinaire, and saviour of the universe from the Night’s Dawn trilogy), and Slippery Jim diGriz a.k.a. The Stainless Steel Rat.
Han Solo is hard to beat. Sarah Connor in T2 is kind of cool, in a strung-out-on-the-edge-kill-you-as-soon-as-look-at-you kind of way.
Neo in the Matrix was definitely not cool. Even the Oracle recognised this. He just got by on the skin of his teeth, not by being cool.
I’ll buy Snake Plisskin and Buckaroo Bonzai. They are added to my list.
Come on, gang . . I love Mr. Spock as much as anyone else, but he was NOT cool . . EXCEPT once every 7 years! 
I like Sarah Conner . . . . but she seemed more desperate than cool.
Was there ANYONE from Flash Gordon (original or remake) who was cool? Now THAT was a dorkfest! 
How about Starblazers?
http://www.starblazers.com/home.html
Captain Scarlet? I don’t know enough about the series, haven’t seen it since I was 5, but Captain Ochre seems like he may have been cool. There HAD to be someone cool on that show; take a look at the “Angels”! I never thought I’d get excited looking at dolls before . . but MAN they were smoking!!!
http://www.captainscarlet.tv
Gamera, Giant Mutat turtle of the south seas!
If we’re allowing books, then I’d have to nominate:
Slippery Jim DiGriz, the Stainless Steel Rat,
and
Repairman Jack
On TV, my vote goes to Mal Reynolds from Firefly.
I offer as evidence:
Scene: Vanquished foe is lying on ground in front of Mal, who has a sword pointed at his stomach.
Mal: It takes a great man to show mercy to his vanquished foe.
(stabs guy in stomach)
Mal: I guess I’m just a good man.
(stabs him again)
Mal: Well, I’m all right.
Also, he can take a torturin’ better than anyone I’ve ever seen. even Kirk. “YOU WANNA SEE THE REAL ME???”
And who can forget kicking the bad guy into the engine intake and saying, “Darn.”
‘Mad’ Max Rockatansky.
Don’t forget Spaceman Spiff.
Since this seems to be turning into a Firefly love-fest, my vote goes to Zoe. Mal might be all command-y, but he also got completely duped by Saffron. Assuming you’ve seen the DVDs, Zoe’s coolest episode has to be The Message. Not only does she sneakily slit some Alliance guy’s throat without blinking, she also shoots some guy that she pretty much carried through the entire war. Badass, and gorgeous as hell while she was doing it.
Of course, Zaphod’s entire purpose was to be cool. It’s what gave meaning to his existence. So, yeah, I guess Zaphod has to be considered (just barely) cooler than Zoe.
MMmmm… Firefly love-fest. Really, people, did you see the beauty of that cast?!