I don't really watch enough anime to make up a list properly, so I'm gonna go with my limited experience, and then supplement it with Persona characters (so there...)
10) Elizabeth - Persona 3
In charge of requests and stuff in the Velvet Room with Igor, and helps with fusions and stuff. She also accompanies you into the real world, and her total disconnection from reality shows in hilarious ways at times, so you can't help but like her character.
9) Light Yagami - DeathNote
Not gonna give any spoilers to anyone, though I think everyone knows who Light is. Thing is, despite who he is, he's brilliant, cunning, devious and fascinating to watch, especially the continuing confrontation with L (see later).
8) Viral - Gurren Lagann
Ok so he's a beastman general, but he's awesome! He fights with principles, and shows grudging respect for Kamina, and is a genuinely interesting character, more likeable than all the other beastmen, and in fact, most of the humans.
7) Yosuke Hanamura - Persona 4
Ok, he's just a cool guy, and basically the MC's best friend, and a good member of the team. Is hilarious in occasional conflict with Chie (amicably), and the passage with the beauty contests is classic...
6) Misa Amane - DeathNote
Ok she can get a bit annoying, but she's quite funny, and allows some very clever lines to be muttered by L, and sets up interesting emotional setups with Light and Ryuk.
5) Ryuk - DeathNote
The shinigami who follows Light, and has some funny lines, as well as being an intimidating presence early on. He seems to develop into a cool friend of Light, but I respected him more for his anarchic outlook on the Death Note, and how he had just ditched it for amusement purposes.
4) Kamina - Gurren Lagann
Genuinely cool and funny character. He put me in mind of the cool kid in any generic American high school series of film, except that he reaches out to the little Simon, who most people ignore, and inspires humanity to stand up for itself. He's aggressive, determined, and has a cool rivalry with Viral until his untimely death, as ruined by previous comments. He actually made those daft glasses look kinda cool.
3) Akihiko Sanada - Persona 3
Local boxing champion and one of the more experienced members of S.E.E.S., Akihiko is tough, determined, intelligent, and has a rather tragic experience, carrying guilt as a motivation. His friendship with Shinjiro Aragaki, who would have made the list had it not been for what happened to him (no spoilers, but fuck Ken), was a cool aside in the game, and his catchphrase 'I've been waiting for this' in the English dub was so cool I sampled the audio and set it to my text tone... I'm so cool!
2) L - DeathNote
He's possibly the coolest, smartest character ever made, and a role model for me (in a way). His duel with Light was one of the best conflicts in anything ever, right up there with Heath Ledger's Joker versus Christian Bale's Batman. A master of the one-liners, and the subtle way he went about doing things, the English dub was brilliantly done, and his departure genuinely made me cry, which is pretty rare.
1) Junpei Iori - Persona 3
Ok, so he starts off a bit of a twat, but he realises eventually and apologises for his being a 'dick' to the MC. Thing is, his mastery of the 2 handed sword makes him an invaluable member of the team, and the development of his character through the relationship with Chidori, culminating in a heartbreaking scene and a moment of pure awesome, shows that he isn't just a one dimensional character, spouting cool colloquialisms throughout to the main character, but he isn't as shallow as he seems, and the fact that he so radically changes as a personality throughout the game makes him better than L, just...
Honorable mentions to Howl (I decided to ignore films) and Matsuda from DeathNote.