Okay guys, it was some hard choises, but some were easy answers.
All Time Favourite: Legolas! What can I say? I'll never let go of a childhood hero

I've just loved that elf ever since my mother read LotR to me the first time... (That'll be about 11-12 years ago now)
Man: Aragorn. He's just cool, do I need to say more? Though Faramir came in as a close second.
Woman: That has got to be Eowyn. For being amazingly cool, showing real woman-power and still marry and be happy in the end. You go girl!
Hobbit: Frodo and Samwise (sorry, but it's impossible for me to picture one without the other!). Because they have the greatest friendship ever, and none of them would have made it alone, but together they accomplished the impossible.
Elf: Hmm, Glorfindel, when not allowed to name Legolas again. Because he was my hero till Legolas turned up. You can't imagine how disappointed I was when Glorfindel was not the one selected to accompany Frodo (the first time only, of course!).
Dwarf: That'll be Gimli. Because he's (almost) the only Dwarf in LotR, because he's cool, because he's able to see beyond prejudice and befriend Legolas, because he's part of a friendship second to none but that of Frodo and Sam, and because he's the only Dwarf to travel to the undying lands in the west.
Wizard: Gandalf the Grey. Good old Gandalf is just THE wizard, no question about that.
Bad Guy: That'll be Gollum/Smeagol. He's got all the characteristics of a good villain, yet there's a hint of good in him as well and though he doesn't mean to he is the one who manages to destroy the Ring.
Other: Tie between The Nazgūl, Bombadil and Fangorn, they're all cool, and very well-written...
I guess that's it really