Darth Revan is probably my favorite. The first time I played KOTOR, I actually didn't beat it because I rented it for Xbox with a friend of mine. I never found out the whole plot twist, and once I did, it made me love Revan even more because I was playing as him the whole time. And I mean, he just looks BA.
My second favorite would probably be Vader. He went through a lot of crap, and I think that's a realistic take on how a Sith would become so powerful. Through built up hatred and regret.