I have had a number of characters I really loved to play: from the womanizing Mousset (see his wanted poster), to the heroic Sir Azrel (see his sponsorship), even my Warhammer FRP character (read his epic finale), or the young scholarly witch, Katja Alterborg (which I played in both the Reign of Winter AP AND in PFS).
All come into consideration... So many choices...
If I had one choice, I would most likely select Werner (von Breslau-Giersbergen), the metro-sexual priest of Sigmar. He had so many awesome quirks and (mis)adventures because of those quirks, that he was a blast to play, regardless of his skill and abilities. He ended up rather formidable in the end, being the sole survivor of a fight with a god-like thing.
Mario's ability to integrate each players' subplot into a greater whole really made this game and the characters within memorable. I have a number of posts on that campaign and the character: See the Warhammer FRP posts.
Shout-out to Mario, Sarah, and Mike-M who made that campaign awesome.