Terrence is a brilliant character. He's basically a sociopath, but he gets enough Villain Episodes and Strange Bedfellows scenes that that doesn't matter, and he somehow manages to be both hilarious and terrifying, often simultaneously.
Bakura and Marik too. Is it any wonder LittleKuriboh loves to use them so much?
If abridged series characters qualify, then Sokka in Avatar: The Abridged Series deserves at least a mention. Twice the Meta, twice the Butt Monkey, four times the funny ("So he's like... Kung Fu Action Jesus?").
From Sailor Moon Abridged: Raye. She's an aggressive, shrill-voiced Satanist and pyromanic who just wants to sacrifice small animals in peace. Saddled with The Ditz as team leader, you can't help but feel bad for her when she meets her new team member, a Valley Girl: OH MY GOD THERE'S TWO OF THEM!
Goku from the same series. Whenever he's around, the episode is 10 times funnier.
Strong Bad. He's quite possibly one of the most hilarious animated characters ever, and I'm usually wary of cases where the Anti-Hero type becomes more popular than the plain, simple hero (usually leads to character bashing lobbed at said hero, etc). H* R makes it work because Strong Bad is actually funny and his instances of not being as cool as he says he is make him that much cooler. Plus, Homestar definitely works better as The Ditz than the heroic athlete so it all balances out.
Jack Bulletproof, the Cop Who Plays by All the Rules. Because police procedures are there for a reason, and anyone who manages to be this awesome while doing the most reasonable and thought-out thing in any given situation deserves a mention.
The Nostalgia Critic: So messed up...and so entertaining to watch. Also, his singing voice. Dear God, his singing voice.
OH MY GOSH, CHESTER A. BUM IS THE GREATEST CHARACTER I'VE EVER SEEN IN MY LIFE! He's deranged, stoned out of his mind, and absolutely hilarious.
RWBY's Pyrrha Nikos is an experienced, extremely capable fighter (she is the four-time Mistral tournament champion) and a stellar student, much like Weiss Schnee. Unlike Weiss, despite being a celebrity figure, Pyrrha is incredibly humble, polite, and willing to lend a hand to anyone who needs it, easily one of the gentlest characters in the show. She will stand up to people who she deems "atrocious", however, and will have no problem handing their asses, all four of them. Not to mention, she is a beautiful Statuesque Stunner, with her piercing green eyes and red hair.
Yang Xiao Long, aka the shotgun-gauntlet wielding brute force of the eponymous team. She is such a Blood Knight that she took up being a Huntress solely to get into fights. Despite being an arrogant hothead, she has a huge heart and a strong nurturing side to her baby sister. She also has awesome hair, and woe betide any being foolish enough to lay a finger on it, be it a Grimm or a Too Dumb to Live bartender. And that's not even getting into her awesome Semblance.
Eugene, Matt Santoro's clone. He can make it snow with his warlock powers, he's a badass with his lightsaber, and is easily the funniest character. Need proof that he's the funniest character? In How to be Popular, Matt teaches him how to be popular (hence the title), and tells him to express his style. So, he dances to the song "Sexy and I Know It" by LMFAO, and he even twerks! That's comedy gold.