I suppose it is time for me to chime in seeings as I am the OP I do have an answer.
My question actually stems from a conversation I had with a good friend of mine recently. We were talking about TV shows and I stated how Mystery Science Theater 3000 is my favorite, partially because I find the characters relateable.
Maybe it isn't so much the characters as it is the spirit of the show as a whole. I am, believe it or not, quite the jokester. That and I have the creeping feeling that my life is a series of weird observations that you have to laugh at or else you realize you are trapped alone on a satellite at the whim of some diabolical scientist. There are times I also relate with the crazed scientists (be it Pearl or Clayton). It might not be the healthiest way to approach life. Some things are meant to be taken seriously, but it is a show I can relate to and a place I would love to go in my darkest days were it ever to exist.
The sad part is that the friend I told this to in a fit of laughter nodded her head and said. "You know, of all the people I've met, you're the only person who I would believe if they told me this."
Great, I've just derailed my own thread.
I'll second Ender, but at Lightningclap obsered, it is probably because the character is so well written I feel as though he is empathizing with me. After reading Speaker for the Deadthough I have come to admire the fact that he and I have similar arcs to our story. I just don't know what I'll do after my equivalent of the final Formic War, but it will be different. Something of a more intellectual/observatory/clerical nature.
Boromir for his internal struggle concerning the power of the Ring. While reading LOTR, I could not help but more or less reach out to the character. I understand what it is like to be so blinded by fighting for the ultimate good that one loses sight of the process. He wasn't necessarily Machiavellian as some would accuse him of being. I say he was the most human and believable character of the bunch.
Many of Dostoevsky's characters. Crime and Punishment was an interesting experience for me relating to both Roskolnikov and Razumikhin (his foil) simultaneously. The protagonist of White Nights was a total blindside to me. I too feel like I see St. Petersburg under a different sun. I too have dreamed of intense romance that would never come to fruition of scenes so delightful that they could not possibly be true and are not. They shatter when I come to grips with what is real. A sad but necessary process.
Data from Star Trek. No, not Spock. Spock, while perplexed by humanity, is not a real participant in it (by Spock I mean Leonard Nimoy's Spock, not Zachary Quinto's, they are different characters in some ways and for good reason). Data wanted to understand the parts of humanity he was not programmed to understand. He is generally affable and a great member of the team to have when one needs an explanation given or an alternative solution offered, but rarely takes command of the ship itself. That said, I can also relate to Q for reasons I would rather not share.
Finally, Gabriel Syme of Chesterton's Man Who Was Thursday. How many times in my life have I felt as though I was in a struggle for something great when it turned out I was here for something greater in the midst of all the confusion. That all the darkness I see is a prelude to something brighter.
There are others. I find I relate to too many of them.