Why hasn't anybody mentioned Galladon? He's definitely better than Raoden, because he survives in Elantris longer than him WITHOUT any help. Plus, he's got fun words like Kolo(understand?) and kanzada (crazy). He's snarky, but less so than Wayne or Wit/Hoid. (See:Username) therefore, he is the best character in Elantris.
In Mistborn, I like TenSoon. He is bold, and (in my opinion) a genius. He's the only reason Vin didn't get killed by Zane, and stopped Ruin just by giving a speech. Plus, he survived the remaking of the world, like Marsh, and now works for Sazed/Harmony. Finally, he's a kandra, which, in and of itself, makes him a boss. (NOT TO MENTION he is the best/fastest at creating/manipulating his body out of ANY of the kandra!)
In Warbreaker, I liked Parlin. He was honest and naive, and I was upset when he was killed. All he did was help Vivenna and his country (and wear a funny green hat) Unlike most Idrians, he was cheerful instead of depressed. Clod is close 2nd-almost-human Lifeless that saves Vivenna's life several times.
In Alloy of Law, I liked Marsh/Ironeyes. He survived the world's remaking (like the kandra) and works for Sazed/Harmony. He can Compound Atium, and is, because of diluted bloodlines, the strongest Mistborn/Feruchemist alive. That, and alot of his awesomeness carried over from Mistborn. (saving Vin's life/destroying Ruin's plans with a single push)
The Way of Kings, liked Dalinar's youngest son, Renarin. He's the more temperate of Dalinar's sons, and does his best despite his disabilities. I hope he plays a stronger part in the next book, now that he has Shardplate. He keeps Adolin in check, and could be a strong player throughout the series.
Just don't ask me to pick from among these guys...