First off, I have a TON of favorites, because I read so much and LOVE film, so first I'm going to rattle off a few favorites: Hermione Granger, Severus Snape, Augustus Waters, Annabeth Chase, basically any character Johnny Depp ever played, Asha Greyjoy, Tobias Eaton. I really could go on forever. But right now my number one favorite is Beatrice Prior from Divergent (the book NOT the movie).
She's an incredibly powerful female character but also falls into the three Factions I agreed with most: Dauntless, Erudite and Abnegation. She's brave, values learning and selflessness. She takes on every task for the good of all and also takes into account everyone she loves. It was also important to me that while the cinema beautified her character, the author Veronica Roth, did not. She made an honest, raw character who's so wonderfully human. And honestly, the entire book is just really enjoyable; the concept that by trying to fix humanity's faults we'll only destroy it more speaks to me. If you haven't picked up the Divergent series, you definitely should.