Wow...I never replied to this?
My personal #1 is Shiryuu, even if half the Saint Seiya fanworld dislikes him. This is because he's SMART. (And he's got a stick up his ass, and I find those types of characters terribly endearing.) I also love the way Shiryuu's character changes. He starts off terribly cocky, but once Seiya beats the everloving crap out of him, Shiryuu quickly realizes he was being a moron and reverts to his normal, humble nature. He respects people who defeat him, and once it happens the first time, he never again assumes that his opponent will miss his weak spot. On the other hand, he also looks for similar weak spots in his opponents, which makes him one of the five's tactical best.
I also respect the way he doesn't overangst. I mean, yes, when he goes blind the first time, he does get kind of annoying with the "I'm so useless and want to die EMO" thing, but after some episodes, he realizes he's being stupid, gets back up, and turns himself around. And then he doesn't go back to moping about it after that.
I respect the way he defeats his enemies. Marin and Seiya get taken down by Amethyst Crystal fairly quickly, Hyoga manages to get Alberich to using his flame sword and the evil tree demon attack, but it's SHIRYUU who defeats him. Shiryuu takes a calculated risk (a big one, admittedly) and removes his armor, guessing that Alberich will try to take advantage. It's Shiryuu who sees Siegfried's one weakness and the access point. And it's Shiryuu and Hyoga who surprisingly run into very little trouble in the Underworld.
Also, I love the utter despair and pain in his eyes in Movie 2 (the Asgard one). That was the first time I really felt an impact from a two-dimensional scene.
Before I leave off my rambling, I ought to also give some tribute to Shun, who is also one of my favorites and I feel like needs some love. The reason I like him is his strength. He doesn't necessarily show it off, and he doesn't always beat up all his enemies efficiently like the others. But he HAS that strength, and he CHOOSES to hold back, and that's something that is incredibly important. Having strength is all well and good, but it's holding back that really shows a person's inner strength. Shun COULD just Nebula Storm everyone he meets, but he knows that he's fighting for peace, in which case he should at least try to solve the problem the peaceful way first. He can go through everything he has and still believe in the goodness and kindness of human nature, and that's something that I find incredibly amazing.