Captain Haddock (Tintin series)
I recently started re-reading the Tintin books a while ago in preparation for the movie, and I remembered just how funny this guy was . Seriously, Captain Haddock is one of the most hilarious characters I've ever seen in any comic book series. Not just because he's a drunken old semi-retired sailor turned mansion owner with a short temper, but because he has one of the most colourful ways of speaking, yet manages to be mostly child friendly at the same time. I mean what other fictional characters do you know who use the word "Bashi-bazouk" as an insult? Plus he manages to be a badass in the later Tintin books, like Flight 714 where he grabs a semi-automatic rifle and goes around acting like Rambo? Speaking of which...
John Rambo (Rambo series)
If you've only seen the later movies in the series, you might be thinking that Rambo is just a one-dimensional cardboard cutout who's only purpose is to shoot vietcong and communists. But if you watch the original movie or read the book, First Blood, you'll discover that there's a lot more to this troubled Vietnam vet than meets the eye. Plus he manages to outwit almost anyone he comes across, as well as outgunning them of course. Plus he's basically the biggest all around bad-ass from any 80's action movie EVER.
Ash Williams (Evil Dead series)
Bruce Campbell is a legend, no doubt about that. And I figure the role that made him famous had to be on here. Ash from the Evil Dead, Evil Dead 2 and Army of Darkness is the king of one liners, has a chainsaw attached to his arm after getting his hand cut off, never seems to run out of snarky quips or sarcastic comments to say about any situation and also partakes in some of the most hilarious slapstick comedy outside of a Looney Tunes cartoon, while still managing to slay zombies and deadites like nobody's business. If you haven't seen Evil Dead 1, 2 or Army of Darkness (and why haven't you?) I advise you to check them out. They're incredibly hilarious as comedies and also quite good horror movies as well.
Haruhi Suzumiya (The Melancholy of Haruhi Suzumiya)
Well this is a complete change of pace, isn't it? After 2 badass action heroes and a drunken sailor, you weren't expecting a time and space altering schoolgirl who also doubles as a goddess now, weren't you? Haruhi Suzumiya is a very hard character to categorize. She starts out as sort of an anti-social bitch, but ends up as a semi-crazy genki girl with heaps of energy who manages to run the S.O.S brigade while engaging in some very strange and very out-there adventure as the series goes on. She also manages to be very funny and very genre savvy, pointing out the certain cliches and stereotypes that seme to occur throughout the show. She's probably one of the best anime characters from the past decade, in my opinion.