Mine is Thanos, the Mad Titan, though I do not regard him as mad at all. He's the ultimate villian, and at times benefactor (depending on which serves him better from one situation to the next), of the Marvel Comics universe. Once a self-claimed ultimate nihilist he temporarily obtained unsurpassed power and killed off half the population of the universe with a snap of his fingers, all in tribute to Mistress Death, his one and eternal love.
Much has happened since then but he remains a fiendishly scheming and highly ambitious character of great import, and he remains as close to an idol as I'm ever want to hold.