From Marvel? Blah....um.....The Thunderbolts(the set that went full time heroes) have some of my favorites because I like complicated characters and villain's turned hero. They always have it so much harder than other heroes and it makes me want them to win that much more. Songbird(aka screaming mimi) is one of my favorites from their squad, she tries so hard to act like she doesn't care but it's pretty obvious from the get go she enjoys being a hero and watching her kinda grow into the role and adjust her way of looking at things was cool.
Wanda aka Scarlet Witch is another big one, simply because her abilities at their most powerful litterally warp reality......when someone can just go "Fuck you reality do what I want and make an entire new reality(House of M)" that's something to be awed and horrified by and horrendously OP female characters automatically get my attention....largely because they're so rare.
Doctor Strange- There aren't alot of magic heroes in Marvel(that i'm aware of) but dr. strange basically stands above them all to begin with he's the Sorcerer Supreme for a reason.
Lastly.....Doctor Doom...Yes I know he's not technically hero. But goddamn if he isn't fun to watch. It's like watching Frieza in DBZ the monologing, Remarking on almost everything, absolute confidence no matter how many things go wrong that they'll go his way in the end, and little known fact, Dr. Doom is actually trying to take over the world to save it...because he saw nearly all possible futures while he had temporary possession of godlike powers and the only one that didn't end in tragedy for earth was one where he was ruling it. Seriously. Look it up. Sure he's not a nice guy but he's not quite 'evil' either. He runs Latveria as it's legitimate ELECTED ruler and they enjoy his rule enough to keep electing him because unlike most villains he made good on his promises that's incredibly rare....actually i think he might be the only villain to do that. All of which makes Dr.Doom easily one of my favorite marvel characters....even if he is always doing something predictably stupid because he believes he needs to rule the world.
Um....there's probably others that'd content for my no.1 spot if I think hard enough but I can't think of a ton of marvel characters off the top of my head. DC on the other hand.....we'd be here for days.