Jaime Lannister from a Song of Ice and Fire. I went from despising him to loving him. He has an interesting history, interesting inner conflicts, highlights some interesting issues (morality vs. honour, is witty and reeks of badass even after being somewhat handicapped.

Other characters that may win depending on what I've read recently:

The Marquis de Carabas from Neverwhere
Rand from WoT
Rol from the Sea Beggars
Elphaba from Wicked
Bowman and Kes from The Wind on Fire
Commander Vimes from Discworld

Hmmm... a pattern emerges between many of those...