Over the years, maybe the character you can most relate with becomes your favourite character. There are also so many beautifully written characters in the art form that it's harder to choose. But If I had to really choose, my mediocre self would choose George Constanza from Seinfeld over everyone else.
Part of the reason George is my favourite is how I can easily relate to him. He is balding, I'm balding. He is miserable at 30, I'm miserable in my 20s. He is hopelessly attempting to love, I'm seeing myself on that path. Similar to me he is also a terrible human being while sometimes attempting to be humane. See, how equally he and I fare? Also, almost all of his quotes are iconic.
I love how dynamic his character is and how beautifully he was portrayed by Jason Alexander. Completely nonsense some of the time, sometimes absolutely erratic, sometimes ignites a little hope for joy by doing unexpected things for a loser like him. And as Seinfeld was mostly realistic, it reminded us from time to time that characters like George are most likely to fail in the course of life or at least do not get what other manages to achieve. But don’t mind me, although I love relating with him and get a good deal of laughter from his character, I hope I sure don't turn up like George in the end.