If not my absolute favorite, this one is in the top 5 or so:
Hope is the denial of reality. It is the carrot dangled before the draft horse to keep him plodding along in a vain attempt to reach it. We should remove the carrot and walk forward with our eyes open. -- Raistlin Majere
I can't pick an "all time" favorite because my opinion will probably change as I encounter more fictional characters lol, but as of now my favorite is:
Ragnar Lothbrok in the show Vikings.
His curiosity about the unknown led him to discover the lands of Mercia, Sussex and Wessex.
He's open minded about other religions and cultures, i.e. Christianity and the English culture, even though the Vikings were very loyal to their gods.
He faked a Christian conversion, and then faked his own death, tricking the Mercians to get inside their castle's walls. I mean seriously, how intelligent and bad ass is that?
And he's mysterious.
Not to mention, the actor is really good looking and I love the whole Viking look he has going on.
lol basically, I'm in love with this fictional character.