Friday!
http://www.2000adonline.com/vault/characters/rogue_trooper_(friday)
the second Rogue Trooper, started reading rogue just as the scavenger of souls satalite is destroyed and the original rogue is forever gone, friday takes over from that point and the storys were very kewl. wish i could get them all again tbh. i have some of the original stuff and thats fantastic!
another fave was a character called FINN, an eco terrorist who ends up fighting aliens!
http://www.2000adonline.com/vault/characters/finn
again great story lines and compelling stuff, but as you can see in my youth i was big on 2000ad. in fact i still have alot of my early/mid 90's comics!
the list goes on tho, strontium dogs, ABC warriors, sinister dexter, D.R & Quinch, the Durham red spin off series (her form taught me to draw

) its endless.
got to say tho, the film with stallone REALLY killed JD for me. stone dead, i couldn't believe the blasphemy...
anyhoo i'm foaming at the mouth so i'll end it there
edit: OMG! i almost forgot SLAINE! one of my all time faves! i must be having a bad day...