I've had like a dozen Shepards, but the ones that stuck were:
Paragon: Ryan, male Soldier, Spacer/Sole survivor (the first one I've ever made); Nevan, female Vanguard, Colonist/War hero; Sophia, female Adept, Spacer/War hero.
Renegade: Jane, female Soldier, Earthborn/Ruthless; John, male Infiltrator, Spacer/Sole survivor.
Every one of them blew the crap out of the Collector base (except John). I added some outside role-playing to my characters too (incoming wall of text, feel free to skip it):
Ryan is a the typical cool-headed hero and a strong believer of intergalactic relations. His ideals made him clash with Ashley at first, but in the long run they solved their differences and eventually romance bloomed between them. This was not to last, however, as when the time came to evacuate the cloning facility on Virmire he had to make a choice and Ashley defiantly refused to be rescued insisting that Kaidan was a higher ranking officer. The thresher maw ambush left him with an unbreakable will and the subsequent revelation that Cerberus was responsible has left him with no trust or sympathy towards the group.
Jane made her way through the galaxy shooting faces and taking names without giving a second glance, but managed to do some good along the way like saving the colony of Zhu's Hope. Having to leave Kaidan behind only served to make her more cynical, but ever since she died and was subsequently brought back to life she began to really appreciate those close to her, her former squad-mates and crew whom she considers friends. Every other person has to earn that, though, and she reserves the right to be a ***** with them. Never trusted Cerberus, but was happy to take their credits.
Nevan is almost always a force of irredeemable good, but because of her background she does not keep her cool when confronted with pirates and slavers. She also blames herself every time she couldn't save an innocent or fellow soldier; this was aggravated by her inability to evacuate Ashley from Virmire. After the murder of Admiral Kahoku she has never wanted anything to do with Cerberus and despised every second she had to work with them. Following a rather awkward reunion she helped Liara in taking down the Shadow Broker, and managed to rekindle their relationship afterwards.
As for John, there's no other way to say it: he's a prick. Leaving Ashley behind was no big deal for him; as he told her as soon as she boarded the Normandy "Soldiers die". The only reason he chose to save the Council during Sovereign's assault was to secure their favor, but after seeing this made no difference in their attitude towards him and the Reaper menace he told them to go screw their respective selves, refused to be reinstated as a Specter (technically he's not even alive) and joined Cerberus completely. From there on he followed the path that brought the most benefit for himself going so far as to hand the Collector base to the Illusive Man.
At last we have Sophia, a battle hardened biotic master. Also a thoroughly good character her strict military upbringing made it so she didn't hesitate to make tough decisions or dwell for too long on the consequences, all this with minimal emotional input. She eventually softened up because of the way Garrus looked up to her and empathized with Kaidan's stories about his biotic training from hell. He was the one that stayed behind to ensure the bomb detonated on Virmire, and this finally woke Sophia up from her emotional detachment. Once inside the Citadel she gave the order to save the Council, putting the needs of the many ahead of the needs of the few, just like Kaidan did. Her feelings towards Cerberus had always been negative, but she was willing to work with them if it meant that no more innocents would die.