Extremely tough to choose. EXTREMELY. I'd have to say Artorias, Lloyd, Rose, King Doel, Kongol, Emerald Herald, Spyro, Lavitz, Sif, Miraak, Anastacia, Solaire, Asura, Ajax, Boone, Grigori, Cerberus, the Redguard Assassin and the Dark Elf Assassin in the Dark Brotherhood who's names escape me, and probably many more whom I can't think of off the top of my head atm.
Serana would be on this list if she wasn't so mainstream and shipped by just about everyone and their brother.
If I had to pick only one, it would be an extremely tough choice. I think I'd go with Lloyd though.