Death Note is one of those modern animays which is actually good. Did enjoy the characters in that (Misa can take a chainsaw to the ovaries). L and Light are great characters.
I'd put L as a notable mention along side
Gene Starwind (OutLaw Star)
Kid Goku (Dragonball)
Faye Valentine (Cowboy Bebop)
Afro Samurai (Afro Samurai)
Shin Chan (Shin Chan)
Kagome Higurashi (InuYasha)
Probably more but I can't think of anymore right now. Old-school anime always...
So after really thinking this one through, I know this sounds dumb, but I realized my favorite manga/anime character isn't just one person, but characters that have good intenions, are wise, mature, and pretty much awesome. That sort of character is usually my favorite in most anime/manga.