Oh man, favorite character? Where to start. Dont forget to take into consideration those actors that play the same role in every movie, althouh it is very badass:
Clint Eastwood in every western he was ever in.
Charles Bronson such movies as Death Wish, The Magnificent Seven, and Once Upon A Time in The West.
Shaft.
David Bowie from The Man Who Fell to Earth
XXXX from L4yer Cake
James Bond, of course
Any crazy Martial Artist (Bruce Lee, Jet Li, Jackie Chan <from his REAL martial arts movies> etc...)
I'm sure there's more, but those are the ones that came to mind.