Sorry to be boring but Imrahil and Glorfindel are long time favourites (but of course Glorfindel has a role in the Silmarillion, which if not exactly leading certainly is an important supporting role ..) .
To be slightly more original I have a lasting affection for Erestor (I RPGed him once..), and as I head towards the foothills of Old Bagdom, I have a growing fondness for Lobelia