Just to start off and say: I love all the HP characters, for the simple reason that JK Rowling had developed their personalities so well, they you get quite attached to them. But if I had to choose...it would be Sirius.
Sirius went through a terrible ordeal, and survived [until OotP

...but that's another story ....]. He was thrown into Azkaban, accused of having murdered his best friend while the true traitor, whom he had once regarded as a brother, hid away, biding his time. Sirius looked after Harry, at great personal risk, and loved him as a son, and friend. When he died, Harry was affected...[well...I believe Phineas was too...but that's where a ff I wrote comes into play

]...dearly, and this shows us what an impact he had on Harry. He was an amazingly well developed character [kudos to JK Rowling!]....
So...what about you?
-Ginny, who loves to stir things up
PS: Come on....say something....