What a no-brainer.
++Galadriel
I don't like Fëanor. I know I've said I like proud characters, but he's proud to the point of being unpleasant. I can only think of two good things in him: some of his sons are rather nice

and what happend to his body after his death is pretty cool. (Okay, totally wrong choice of word this time.

)
Galadriel, on the other hand, is among my favourite characters ever. I like her better than any other woman in Tolkien's works, except maybe Haleth, but she's such a minor character that they cannot really be compared.
Galadriel is proud (the key word, you see

) but not foolish nor full of herself. She's very wise and has some rather uncanny skills. Or what would you say of her mind-reading and her mirror? Also, she's ambitious and full of desire to see new lands, both of which I approve of. She has also a nicely subtle sense of humour.
Furthermore, I very much like the duality in her nature. The Noldorin pride and a certain coldness mixed with a spirit that is, in the end, very gentle. Her story intrigues me and its sadness touches me: she is, in a way, the embodiment or the symbol of the Elves' leaving Middle-Earth and the fading of their achievements.
edit: xed with Agan and Lal... interesting