Dexter Morgan (Dexter): Best character ever created IMO. Not only is the concept of what he does original, but the character is so unique and awesome, from the way he uses his voice to his facial expressions. Not to mention I relate to him a lot, except for the desire to kill part. But I feel disconnected and lonely even though I have many friends, so something deep in me relates to him greatly. Following him on his journey, exploring connections with other people, is so thrilling.
Tig Trager (Sons of Anarhy): He's just a side character with not much screen time, but he's great. He's so interesting and funny in an original way. He has a phobia of dolls and twisted sexual attractions that makes for good laughs.
Jim Moriarty (Sherlock): He's a completely new take on Moriarty, who had become kind of a cliché; the quiet, calm, controlled villain. Of course, I haven't read the original stories, so that may be why I like this Moriarty so much. Not a moment of his screentime is boring, which was the actor's intent too, to make him interesting. When he first appeared, I didn't know what to think of him; but after the Reichenbach Fall, I was sold. I quote him all the time and have watched his (unfortunately few) scenes over and over. All his weird facial expressions are pure gold too.
Tony Soprano (The Sopranos): Just the way he talks and behaves seems so realistic in a way. Yeah, he's in the mafia, but he's so relatable. I mean, you could find a guy like him in real life, a guy with family troubles and anger issues. Not that he's alone in dealing with that stuff on TV of course, but somehow it's so realistic with him. I mean, the whole show is incredibly realistic when it comes to family issues; all the characters are flawed, like they'd be in real life. He's also pretty hilarious sometimes, like when he almost crashes his car because he gets so pissed that the CD won't work.
Crowley (Supernatural): He doesn't get so much screentime, but jeez he's funny. He has so many funny one liners.
I probably have forgotten many, these are just some. I know this was just supposed to be the best character, though, so... if I really had to choose, then yeah, Dexter Morgan without a doubt. And an honorary mention to all the characters in Arrested Development btw.