I like characters who have lived through trauma/had been dealt a crappy hand, but have learned live their life productively and deal with it. It's not that they don't care or weren't affected by the trauma, but rather they were changed by the trauma, and changed again - to live their life and look forward. Before Gintama jumped the shark, I thought Gintoki was a VERY interesting character because of it. He lost the war and lost his country and learned to move on, even taking on a former "enemy" as a daughter figure. And Kagura, as well - she went through some real tough life things but she's also found her life again, finding solace in her new family.
When I was an edgy teen I was ALL about those revenge narratives where the characters only live by looking at the past, but I honestly can't stand them now. Life sucks already and I've had to deal with a ton of crap that I've learned to move on from. When I imagine living every day stuck in some past event, it honestly makes life not worth living.
Also I freaking love me some male characters who exist in a stereotypical masculine role but who defy expectations of said role by being kind and caring. Like, give me a warship captain who picks up a bunch of kids escaping a war zone and then goes down and reads them from his favourite childhood novel that he's still carrying around with him (not because he's good with kids but because he spontaneously decides that's the right thing to do) and I will freaking melt.
And, to be honest, I DO love me some femme fatales, so long as there's a huge juxtaposition between her appearance (feminine, sultry dude bait) and her personality (actually the scariest, most pragmatic sociopath you'll ever meet). I hate the "she's a badass, I swear, but most of the time you see her make mistakes to boost the ego of the dude hero while her boobies bounce and then she of course inevitably finds the dude hero irresistible" trope of the femme fatale, but if she is actually ruthless and scary... I can't get enough of it. I write one into every single one of my stories.