I'm going with Jane Eyre. The things she went through and the strength she has despite been cast as a timid character at first glance. Also because of the time in which the story was written gives even more power to her actions because she so went against what was expected of women.
I also love; - Desdemona from Othello for her innocence & ability to believe the best in people. - Rosalind from As You Like It for her wit. - Prince Hal/Henry V. Although he's not a fictional character I'm including him because this is written in first person & some parts are fictional. In Good King Harry you get to see him progress from young prince living in the shadow of his brothers and rebelling, to conquering king. - Chris Chambers from The Body. No explanation needed? - Andy Dufresne & Red from Shawshank Redemption. It still makes me laugh that Red was played by Morgan Freeman, but I can't imagine the movie version without his melodic narration now haha. - The majority of the characters in To Kill A Mockingbird.