Death Computer Color
Discworld's antrhopomorphic personification of Death fast became a favorite of mine. Despite the fact that he can never really understand being human, he certainly tries, and it's that struggle (and the sometimes uncanny insight) that makes him such an interesting character.
Death holds no real malice toward those he comes to claim (well, except, perhaps in the first couple of books, Rincewind, who has this annoying habit of not keeping his appointments...), and even sees himself as something of a friend to the sick, weak and dying. He has an unusual fondness for curries, cats and the curious behavior of humans, and he TALKS LIKE THIS.
More interesting, he even becomes a family man, adopting a daughter and eventually becoming a grandfather. It's extraordinarily touching to see his efforts in Hogfather to stand in for the Discworld equivalent of Roundworld's Father Christmas.
Appearing in nearly every (or possibly every... there's some debate as to whether he might not be hidden somewhere in Where's My Cow?) Discworld-related book, you can enjoy quite a lot of him in Pratchett's writing.