HK-47 from KotOR is probably my all-time favorite. I'm also a fan of Yossarian and Milo Minderbinder from Catch-22, Hannibal Lector, Lucky from Waiting for Godot, Wilson from House, Vivian Bearing from Wit, Hamlet...
Odd that a video game character wins over all those other guys, but his psychotic dialogue and deadpan delivery were irresistible.