Ulfric, without a doubt.
He's one of the few characters who has an elaborate backstory (including a bunch of past traumas from childhood and onwards). He has a complex personality with both good and bad sides - exactly what those sides are and in what way they are good or bad depends on who you choose to believe. He seems to have clear goals, but his motives are not so clear (again, who do you believe?). He actually seems like a
person, the way characters in (well-written) novels should be, but very few in this game are. The numbers of threads here debating him is sort of a proof of this.
And it doesn't exactly hurt that he has a great voice and is very nice to look at, either.
