These aren't necessarily the people I'd most like to hang out with, but they're the ones I always come back to with fondness and affection.
Edmond Dantes (The Count of Monte Cristo) - Wow, I was in love with this man for most of my childhood. Dashing, dark, vengeful and oh-so-very-smart, the so-called Count of Monte Cristo managed to have the most extraordinary adventures. I wanted to go with him, Badly.
Sherlock Holmes (Sherlock Holmes) - Another smart (genius! brilliant!) man. I'm beginning to sense a pattern. While he didn't exactly have much character development, his personality was so strongly drawn in every story that one couldn't help appreciating it. (And for those with Holmes crushes as big as mine, I recommend The Beekeeper's Apprentice, though it may make you jealous as hell. -g-)
Willow (Buffy: the Vampire Slayer) - The third (and last, I promise) of the characters here with romantic subtext. I'm never sure whether I want to date Willow or be her (or both!), and I'm aware that it's mostly Alyson Hannigan's performance that makes the character work, but nevertheless I've got a soft spot for her a mile wide. She's just so adorable, and smart, and shy!
Cirocco "Rocky" Jones (Titan, Wizard, Demon) - From John Varley's Titan, Wizard, Demon books, which you all must go read if it's at all possible. Over the course of the series, she goes from a competent and clever woman to a legendary hero - and all without changing her personality in implausible ways. Nicely, nicely done.
The Marquise de Merteuil (Les Liaisons Dangereuses) - Wit, social deviousness, and balls the size of Manhattan. I've based many a character on this archetype, but Laclos did it way better than I ever could. And yes, the book is even better than the movie.
Becky Sharpe (Vanity Fair) - Oh, so clever, and a woman who's portrayed as wonderfully complicated yet well on the wrong side of morally ambiguous. One can't help rooting for Becky, even in the not-so-well-done movie version.
Lord Peter Wimsey (The Unpleasantness at the Bellona Club, etc.) - Dorothy Sayer's sleuth is smart (which I like), clever at solving problems (which I like), encumbered with a rather awkward family (which I can relate to), and psychologically complex (hurray for good writing!). And even better, he proposes to his One True Love . . . in Latin.
Eowyn (Lord of the Rings) - When I was a little girl reading Lord of the Rings every year, I wanted to dress up like a man and find glory on the battlefield. I still read the books every year for my birthday, and I still want to be Eowyn every time I do.
Burke (Blossom, etc.) - The criminal hero of Andrew Vachss' hard-core modern noir, Burke is devious, dishonest, and good at not getting caught. He's also got a heroic streak. It's only about an inch wide, but when you can find it, the stories get really interesting. Start at the beginning of the series, though; by book eleven or so it starts to get a little repetitive.
Lyra (His Dark Materials) - Last but not least (by no means least!), Lyra is so painfully human and grows into her adult self over the course of the books. I cried for her three times, and books rarely make me cry. Beautiful. Really beautiful.