I played the bard Stephano Alandorf back in 8th Grade (yeah, I know, a long time ago) in my best friend's Dragonlance Campaign. Sure, the rules said no bards but that didn't stop me... er, us. The catch is that when Stephano reached 7th level and started casting 3rd level spells he had to go to the Tower of High Sorcery for the Test.
Stephano was a smartass, which probably had something to do with me being a teenage smartass. He was chaotic neutral, and had a penchant of being the sole survivor of various expeditions. He also liked to go off by himself when other players weren't playing smart (hence his penchant for being the sole survivor.
I'm not going to bore you with all of his exploits. He made it to 7th level, even passing the tests, bordering on 8th before I must have pissed off the DM. (I think it had something to do with using Stephano in a one-shot with another DM's game...)
One day, as Stephano was walking through the woods, a tree branch suddenly fell on his head--no saving throw. Next thing he knew he was standing in a room with his long-lost brother (huh?) with a portal. His brother told him they had to join hands to prevent the great evil from coming through the portal. There was no way out. So Stephano joined hands and both he and his brother turned to stone, somehow sealing the portal.
What a railroad. After giving into my complaints, the DM let Stephano come back. After one adventure, suddenly a portal opened up and Stephano got sucked inside. There, he had to fight the great evil he was supposed to prevent from coming to the the world: A Pit Fiend.
Yeah... Stephano died. The DM really wanted to kill my character.
I wish I could say I've had other favorite D&D characters since then, yet I'm often the DM. Now, my favorite character of all time is probably Jericho, an Arbiter in Dark Heresy, who was the only character to survive from the beginning to the end in a Dark Heresy campaign, even though he had the worse of luck.