[b/]I am Ozymandias, king of kings: Look on my works, ye Mighty and despair![/b]
I mean, people have mentioned Doctor Manhattan, but that seems like a mistake to me. He really doesn't get any satisfying experiences in Watchmen. His life, before and after the lab accident that creates him, is controlled by others. He describes himself as a "puppet who can see the strings", which sounds horrible to me.
Adrian Veidt, on the other hand, is rich, successful, charismatic, and for his part, he seems to enjoy it. He's two steps (or 35 minutes) ahead of everyone the whole time. Arguably, without spoiling anything, he's the one who wins (as best as one could in Watchmen) by the end. I can't see any comic book character whose life I'd want to experience more than his.