I'm not usually into making lists, but here it is nontheless:
I'll pick a favourite for each gender, otherwise it will be a very male-oriented list...
OZ.
Kareem Said was my favourite male character, although I liked Alvarez, Ryan and Beecher too. As for the few female characters, sister Peter Marie easily won my heart.
The Sopranos
I adored Uncle Junior, but I'll pick Tony of course. Carmela was a great character.
Buffy The Vampire Slayer.
First it was Rupert Giles, then it became Spike. As for the girls, Willow was my favourite in the first season, but eventually it was all about Buffy.
Deadwood
Sol Star remains my favourite, although I also cherish Mr Ellsworth, and Doc Cochrane and Al Swearengen. Among the ladies, it's more difficult to choose. As much as I loved Jane, it's probably a tie between Trixie and Alma.
The Wire
I know I'm in a majority, but yes I agree with Obama, I'll pick Omar Little, but I loved Cedric Daniels and Lester Freemon too. Rhonda for the women.
Battlestar Galactica
Karl Helo Agathon had my heart in the miniseries and kept it throughout 4 seasons. Baltar and Saul Tigh would be come second. As for the women, I went all Cylon, Athena and Caprica Six. I stand by my choices.
Breaking Bad
Walter White is such a complex character, played by such a brillant actor! I love Jesse but it has to be Walt. Hank comes second. I never got the Skyler hatred, but I'll pick Marie for the women.
Babylon Five
G'Kar for the males. I wasn't a big fan of Delenn so I'll say Susan Ivanovna for the females.
Angel
Wesley was the most interesting character there. Can I pick Illyria for a female character? I didn't like Fred much but I liked Illyria.
Lost
John Locke for ever! Desmond is a close second. For the women Sun was my favourite during the first seasons, but eventually it was Juliet.
Life on Mars & Ashes to ashes (I put them together otherwise I'll write the same name twice for the men and won't have a female favourite for each show)
Gene Hunt
Alex Drake
Terminator The Sarah Connor Chronicles
John for the males, although I kinda loved Cromartie, and for the females, once more I pick the cylon cyborg! Cameron.
Dollhouse
Victor for the males, Claire Saunders/Whiskey for the females.
Caprica
Daniel Greystone wins easily this one! Lacey is probably my favourite female character.
Fringe
It has to be Walter, but I really liked Broyles and Lincoln Lee!
As for the women, I'll pick the Olivia from the redverse, whom some called either Bolivia or Faux-Livia and whom I liked to call Alt-Liv.
The Borgias
Rodrigo Borgia, Caterina Sforza
Here are the shows I keep watching. Some of them are not really favourites and I don't necessarily consider them as very good (Homeland, The Walking Dead, Game of Thrones) but I do watch them so there must be a reason...
Doctor Who
Ok this is hard. I can't really choose between 11 and 10, so I'd say Rory for the men, and Donna for the women (although I did like Amy).
Mad Men
My favourite character is still Pete Campbell, and Peggy remains my favourite girl.
Justified
Raylan in a heartbeat, which shows how much it's about the character, since I did not pick Seth Bullock for Deadwood! I don't really have a favourite female character, to tell the truth, except maybe Loretta. That said, Rachel has grown on me lately.
The Good Wife
It was a tie between Will Gardner and Eli Gold...
Diane Lockart for the girls!
Boardwalk Empire
Richard Harrow was everybody's favourite and he was mine too. :-(
I love Al Capone and Eli Thompson, but my favourite now will be the one and only Arnold Rothstein!
Angela Darmody was my favourite female character in the first two seasons, after that I didn't really had one. I hope Margaret's storyline will be good next season.
Game of Thrones
I was Stannis team all the way in the previous seasons, but his scenes haven't been stellar this season...so I don't know anymore. Probably Tyrion Lannister who's apparently
the French's favourite, but it makes sense for Dinklage really is better served. Cersei is the most interesting female character, but I liked Ygritte too.
Homeland
Virgil!
Carrie was such a great character in season 1. It's a shame the show eventually ruined her in season 2 with the star-crossed lovers story.
The Walking Dead
Darryl who is the fans' favourite and who didn't exist in the comic books which says a lot...
Carol, the only female character whom they managed to write well and who did get depth and character development.
Sherlock
Mycroft Holmes is my favourite male character. I just love the Mark Gatiss fleshed him out.
I really liked Mary Watson, this year, but Molly has grown on me over the three seasons.
These are the most recent shows I'm currently obsessed with or that I'm following.
Hannibal
Jack Crawford for the men. Bev Katz for the women...
The Americans
Here I go Russians.
I love Philip but he can't win against Arkady Ivanovich ❤❤❤ , can he?
For the women, I'm torn between Elizabeth and Nina, but Nina is so intriguing that I'll pick her.
Orange is the new Black
Not many men, and rarely good men, but Pornstache stands out.
Among the inmates, I'll pick Nicky.
Rectify
Daniel owns the screen. I liked Amantha but Tawney was so touching.
Orphan Black
Felix for the men, Allison for the clones!
Fargo
Malvo is such a villain that it is strange to pick him as a favourite, and yet...
Molly Solverson is terrific.
I didn't include True Detective because that would be pointless. Maybe in a few years after we've seen several detective pairings, and more female characters.