Live Action
Stringer Bell, because I admired his hustle. He tried to use his ill gotten gains to rise above his station. It didn't work out as well as he would've liked, but his demise was depressing, none the less.
Animated
Kaldur'Ahm, for reasons I've already stated in my YJ thread.
Azula, because she was truly formidable, driven, and layered. Usually characters like that are written for men. I was beyond pressed when she was finally defeated, cause she was the only reason why I watched that show.