Urgh. So hard to pick just one; if the poll allowed multiple choices, I might have to pick as many as half a dozen.
But just one?
Has to be G'Kar. I cannot think of a character in any TV series who has gone through such a dramatic run of character development, and yet had the development feel so natural. The depth and dimensionality of the character was incredible for a TV series. And frankly, G'Kar is just damned cool to boot.
It's a shame Andreas Katsulas passed away.

He was an amazing talent, and I'd have loved to see more of G'Kar in the upcoming straight-to-DVD stories.