I have to admit to being a Maedhros fangirl. That guy is just awesome. *wipes drool* *hides*
Well seriously, I think he is an admirable character yet not an all too polished hero without faults. I don't like those except for Finrod Felagund for whom i have a soft spot too.
I also like Galadriel a lot, and Melian too although the end of her story is not very inspiring. Morwen and Húrin are cool so I often wonder how come they managed to have such a jerk for a son.
Several of the minor characters in
Narn are lovely as well - Andróg, Aerin, Sador, Gwindor, Brandir...
And one of my favourites in the Sil is Haleth. You don't hear about her much but she's just cool.
Lastly, Sauron is sometimes just awesomely evil in the Sil. He's so much cooler there than in LotR...