Well aside from trying to rival RWG for most alts created and dumped, I have three I am particularly fond of.
Celine Mional, Ranger/Rogue, Half-elf
My first character on CoA. I had the good luck to be pulled in as an apprentice to the master spy Rith Ma'fer, and was up to my neck in all the plotty goodness I could handle. She worked as a spy for the war wizards, and for pretty much anybody else that payed. She knew baba when he was still just a scout, and eventually ended up dying at the hands of Durdyn the Vulture during the massive melee out near the Poison Water Inn.
Naesse Melwasul, Pure Fighter, Moon Elf
Naesse was a fierce advocate of the elven pantheon and the elven way of life. When she discovered to her dismay that the elves of the city were not very elvish at all, or willing to be she dissapeared into the wilds to be with the only real elves she had found, the druids. She forged deep friendships with Nessa, and Silmar, and had a distressing tendency to fight only in a breastplate that had been modified to be as "natural" as possible.
Tagen Mebral, Fighter/Rogue, Human
The character I am most proud of. Was there when the Wheel was in full swing and evil dominated the server. He took great pleasure in seeing the banites grow strong and was the right hand of Kain Dragonheart, cleric of bane. He was best friends with Magister blake, and the two plotted together mercilessly (although nothing really ever seemed to fall into place.) As Gazebo said, the only thing Tagen was ever afraid of was his feelings for Charana (although, she cost him a whole hell of a lot of gold in equiping costs. :P). Tagen also had a longtime rivalry with the paladin Ky'ran, best paladin played ever, which ended in Tagen killing the chosen of Torm in a duel to the death in the slums arena. Immediately afterwords
Tagen was struck down in a second duel with Sydney Archenson of House Bresk as she revenged Ky'ran's (138th death).
He is currently playing cards with the fugue demon.