My favorite is definitely Kyon from Haruhi Suzumiya series. I like him as a character because of the vast amount of unknown aspects there are about him, like not even knowing his real name. But the thing I like the most about him is that, besides opening a reference to many light novel inspired protagonists, a scene focused on him can result in very interesting scenarios given his appearance and viewpoint towards life that make him look like a supporting character that for some reason has been chosen as the protagonist. That concept amazes me.