Dr. Gregory House. I relate to him very.. Very much. All from his thinking, feeling, humor, personality, beliefs, actions. It's very extreme, how much I can relate to the character.
I wouldn't want to be him. Because then, there wouldn't be a House for me to look up to.
On a second place. Rorshach (And I did watch the movie. But I read the novel and long time before, so don't think I'm just on the Watchmen-wagon)
I wouldn't want to be him either. But I can relate to him, his views, his beliefs and his actions (Besides the killing <_<)
Funny thing is, that even though Rorshach is an EXTREME righty. And House is Right-ish. I'm quite socialistic. But I do have some strong right opinions.
EDIT: Oh, and also Bruce Wayne/Batman in my opinion he is a more liberal version of Rorshach.
On a side note: I hate how people tend to think of him as just another superhero with cool gadgets.
He is in fact a very very dark person. His mind is not for kids, so to speak.