Geepers that that is a hard question....there are so many fond memories of characters I have tried....I'll list a few:
Cameron (dwarf/fighter) - took him through the module The Lost City back in the days when you played a module straight out of the box set. The Lost City was the 1-4th lvl module that came with the first box set. The funny thing is is that the boss creature was called "Zargon"...now Zargon has actually just resurfaced again in 3.5 ed. in the Elder Evils book....which is pretty cool.
Another goody back from those days was another fighter character called
Tylor. I took him through modules Castle Amber and half of Isle of Dread. Unfortunately he died in Isle of Dread....he was happily flying on his broomstick of flying just above swamp water infested with pirahnas when one of his walking team mates triggered a lightning bolt trap that blasted him off his broomstick into the water wear he got devoured...
A couple of my 3ed characters that have been fun was
Moran (monk 12th lvl) - he had insane skill checks for Swim, balance, climb, hide, move silently and all those agility type ones however when it came to hitting the enemy with his hands....well lets say he was so bad he probably couldn't even hit the side of a parked bus....
The other that I have fond memories of was a Paladin by the name of
Van Seleck. I have the DM to thank for this campaign that made this charcater a whole lot of fun. Basically the DM set our group in a situation where as we walked into a Dragon's den where as the Dragon had just been slain and the slayer had been killed at the same time....we of course inherited all of the treasure and magical items at level 2 however the campaign was based around a world full of islands so we ended up buying ships and hiring crew to flee from powers a lot higher than us who sought our items that we had stumbled on.....turned out to be a great adventure and we had a few casualties along the way. But by the end of it my character was quite memorable having AC 30 at level 2....

I've seen things you people wouldn't believe. Attack ships on fire off the shoulder of Orion. I watched C-beams glitter in the dark near the Tannhäuser gate. All those moments will be lost in time like tears in the rain. Time to die.
Roy Batty (from BladeRunner)