Ah man, this is so hard. Here's a few characters I like, for reasons I may not fully understand, myself:
Moka Akashiya from Rosario+Vampire. I just find her to be such a lovable character. And that gorgeous, long, pink hair of hers. <3 (Hilariously, the manga says she has brown hair, but ALL official art of her, save one cover image, depicts her with pink hair).
Kurumu Kurono, also from Rosario+Vampire. Perhaps less "lovable" than Moka, but a very fun character who underwent some of the best character development in the manga (imo). Of course her big boobs, blue hair, and the fact that she's a succubus with hypnotic powers doesn't hurt. XD
Yukiko Amagi from Persona 4. For some reason, I instantly fell in love with her when I started playing P4. I really love her character development through the course of the game. She would've been my character's only girlfriend had the game not tricked me into a relationship with Rise (not that there's anything wrong with Rise).
Tsukiumi from Sekirei. Almost purely because of the fact that she speaks the King's English in the English dub. XD
I'm sure if I was less tired, I could think of a few more (maybe some that aren't female), but that'll have to wait.