I'm only now really getting into comics. I've read the first three of the Sandman series, and am patiently waiting for the rest of the series to be affordable. I am also currently in the possession of the entire Preacher collection, but I've only read the first two so far.
So, my favorite character is Dream. What a loveable angry powerful brilliant anthropomorphic personification!
If I was able to be any character, I'd probably want to be Tulip. What's better than being Jesse Custer? Fucking Jesse Custer!