Rorshach, no bloody question. I could list all the things about him that make him awesome but that would take too long, so I'll just say Rorshach is cool. I already said this about the Masterchief but to hell with it I'll say it again... Rorshach is so cool that if we put him next to the icecaps they would stop melting and global warming would end and everyone would be complaining about an ice age.
I'd like to note that if you REALLY don't think Rorshach is cool, have a look at the Escapist community, almost everyone uses his visage as an avatar.
Also how anyone can like the Comedian is beyond me, he kills innocent women and children, rapes women and kills innocent bystanders. At Least Rorshach had a sense of what was right and wrong, he only killed people he beleived deserved to die. He wouldn't just kill someone for the sake of killing them. The Comedian was a monster.