Niko Bellic
Why? He's such a great character! We see a real journey of redemption and sorrow, for a character that I genuinely sympathised with and wanted to succeed. He was a flawed person with lots of regrets and bad past deeds, but damn it if I didn't want him to get the american dream.
Barney Calhoun
He just makes me smile. He's such a good-hearted character who provides a lot of the comic relief in HL-2. I don't really know why, I just love him!