I would say my favorite character is without a doubt Asajj Ventress. Although she's 100% EU-based, her back story, visual concept/appearance and motives all clearly represent what Anakin could have been were he, say, just a Dark Jedi and not a Sith Lord (losing his mentors/loved ones, wanting to become more powerful). She's a tragic villain, in the way she lost her Jedi Master, and the way that, in the end, Dooku completely betrayed her (Treachery is the way of the Sith. Asajj wants to be a Sith and Dooku betrays her, and eventualy Palpatine betrays Dooku
). You can understand why she's so lost. At the same time, she's this Jedi-killing Dark Jedi with two lightsabers! How cool is that! She also has this sexy, seducing side to her that she almost looks like she uses on Obi-Wan in the new cartoon 3-D series. She has just enough back story to understand her, unlike Darth Maul or Sidious, and that she has that cool Dark Side appearance that makes fans want to know about her. Also, she helps contribute to Anakin's story. He just HATED her. He seriously wanted to kill her, since she threatened to kill Obi-Wan and Padme. She even gives him that scar over his eye! She helps make Anakin Darth Vader.