Dana Scully. Sure, the show's done, but it was my first fandom and I've found very few characters to rival her awesomeness since (one caveat: I deny the existence of XF beyond season 6; the shark, it was jumped). She took everything the crazy writers threw at her, and rarely if ever played the Martyr Card even though she was the Major Plot Twist punching bag for most of the series.

Sure, she's an obvious choice. But she'll always be my favorite.