I'd have to say Goku from the Dragon Ball series. Goku was always my hero as a kid, and growing up with the Toonami censored version it kind of cut out a lot of Goku being an idiot so I never got that as a kid, but even today I still really like him. Even though I'm 67 episodes into Dragon Ball Super, he's still a character I really like.
My second favorite is probably Haruhi Suzumiya from The Melancholy of Haruhi Suzumiya. At least, from what I remember. I haven't watched it in 8 years or so, so I don't remember a whole lot. I'm planning on watching it again someday.
An honorable mention would be Kuro from Kurokami, also known as Black God. She's just really badass... from what I remember. Again, it's something I haven't watched in 7 or 8 years.
Female lead would be Violet Evergarden, I like her expression and characteristics.Best male character for me is Okabe Rintarou from Steins;Gate, because I see myself on him.
My favorite anime character is Kenshin Himura from Samurai X. He has great speed, reflexes and a good heart. He slashes through any enemy with ease without even killing them.
For me, Kaneki Ken because he's a great character. He was a very interesting character who went through so much pain & anguish in his life, never having a break from his mental torture. When it came to his physical strength, Kaneki went from weak to overpower.