Well, this was really, really hard, since I'm a really indecisive person. But, I tried my best, and, ATM at least, these are my faves:
Not really in a particular order, as I like them pretty much equally, but here's the rundwon (top to bottom, left to right):
1) Moon Knight: My absolute favourite character ever. He's like the Punisher, but he also explores themes of religion and spirituality amongst the usual things anti-heroes concern themselves with, which elevates him to the top spot. I could write more, the gist of it is that he's both bad-assery personified, but he also has some really deep and great stories, especially during the Moench era.
2) John Constantine: He's the ultimate bastard, the biggest c*nt you'll ever meet, and, in the end, that's what makes him unique. Sure, he'll help sometimes, but mostly he's out to save his own skin. He's not suave, hot or a genius. He's not a brilliant athlete or a great guy, he's a conman who leaves devastation in his path. That's what makes him fascinating to me.
3) Nick Fury Sr.: Not that Nick Fury Jr. or Ultimate Fury ****e, the original, the one true Nick Fury. This guy is basically Marvel's Big Boss, though he still "pretends" to be a "good guy". He has done so many shady things that you could easily classify him as a villain. From murdering someone just because he betrayed his unit (while being black-mailed), to invading Latveria and almost costing Luke Cage his life, Fury is a SOB. And that's just the 616 version. The MAX Fury by Ennis is an absolute monster.
4) John Marston: The only video-game character in recent years to have a genuine personality. Honestly, while most gruff-protagonists can be summarized as "tragic backstory + plot = DEATH" Marston was really different. He wasn't haunted by his past or had guilts, he had simply turned over a new leaf and lived his life. None of the "drunk" BS, he was a straight up good man. In general, the whole RDR environment and story created a brilliant world with a wonderful protagonist.
5) Batman: Well, there's not much to say that hasn't been typed already. Batman is the ultimate comic-book character, the only one who is able to transcend the medium. He's an icon, a symbol and, in some cases, dare I say a good role model (I said in some cases). The perfection of man, the courage, the guts, they all make Batman a brilliant character who will never cease to amaze. I could go on and on, listing his many qualities, but the gist of it is that he's the ultimate male power fantasy.
6) Darth Vader: The first villain to prove that even those who have lost their way can still redeem themselves. A complex figure, whose motivations and goals went past "tortured soul" and "plain bad-ass". He genuinely believed that what he was doing was for the best, and he knew that the Emperor was evil, but he was still bound by his past mistakes. Deep down he knew he was the bad-guy, but he never had the courage to do anything about it, until he truly had the "guts" to do the right thing.
7) Doctor Doom: If Batman is the ultimate male power fantasy, then Doom is the...uh, superior male power fantasy? The guy is a genius, a great sorcerer, a ruler, etc, etc. He's basically every trait you can think of combined to make the perfect man. But it's his vanity and fear that ultimately force him to lose. He could be the best hero this world has seen, but his insecurities, past and fate make him bound to repeat the same mistakes. Truly a fascinating character, especially at the hands of Byrne and Hickman.
8) The Maker: He is a relatively new addittion to the list, but Ultimate Reed Richards is a brilliant character. He's basically trying to create the future here in the present, but those pesky heroes won't let him! The difference with other megalomaniacs is that he doesn't spout of "you are inferior!" lines every 2 seconds. He genuinely wants to help the world, which he did in Ultimates, by erasing debts, planting fast growing crops in barren lands, advancing science, etc, etc. His methods are questionable, but he has humanity's best interests at heart. What I like as well is that, in constrast with 616 who has seen Hell, Mephisto, God and the like and is still a "nananana, SCIENCE, SCIENCE!", Ultimate Reed accepts that there are things out there far older and mysteriosu than him.
9) Big Boss: What can you say about Big Boss that hasn't been said already? Again, a man with relatively good intentions, but whose methods were questionable to say the least. A soldier at heart, with no other way to live, Snake's whole life was combat. The Boss' death pushed him over the edge and he finally understood that politics change with the minutes. Today's enemy will be tomorrow's ally, and the atrocities of the present will be forgotten in the future. His struggle with loyalty was a really fascinating thing to experience IMO, and it's what makes him a truly great character.
10) The Joker: There's really not much to say here. Like Batman, the Joker is an icon, a being who transcends the medium and isn't just another comic book villain. He is porfane, unique and has an interesting worldview. In a place where justice doesn't exist, where allegiances change, where nothing matters, how can a man live? Obviously he takes things to the extreme, but he personifies a lot of today's problems with integration in society, which is what makes him truly a brillaint figure in literature.
And just for fun, here are two of my favourite comic-book panels ever: