The fictional character with whom I most profoundly identified was Yossarian in Catch-22. Always did, still do.
I love to see heroes who fuel some kind of moral furnace inside them, who are driven to take on the evils of the world, despite the fact that the evils of the world are more powerful than them. And essentially can never be defeated, but they refuse to bow down. And in order to enjoy that aspect of the hero, you've got to put them through hell.
Writing a novel is an intense and lonely business, but you have the reward at the end of a very direct dialogue between you and the reader.