I LOVE His Dark Materials! It was my Harry Potter before Harry Potter! I spent a considerable amount of time thinking what my own daemon would be. Actually, I still like it better than HP. Though I really should reread it now that I'm older and can understand it better. I have no excuse, I have a single volume with all three books on my shelf right now.
Anyway, I too usually prefer secondary characters, but I have a few protagonists that I actually love.
The main one is Ginko from Mushishi. Of all the anime/manga I've consumed, he's the one protagonist I can relate to most.

He goes around providing people solutions to their pest problems, but he can also get annoyed with the people he helps. He's usually mild-mannered, like me, but when shit hits the fan, he's like "really?" which is also me.