Most of my favourite characters in things are the antagonists =/
Like, seriously. Granted, I only watch like 3 shows but still:
In Doctor Who I always liked the master. You know, the evil guy who tries to kill everyone xD
In Glee I like Sebastian who goes out of his way to try and steal Blaine from Kurt.
And then in Ice Age I like Diego, who's not really an antagonist as such but he's certainly not the nicest character xD