You all know that arrogant S.O.B that is usually pissing us off by ranting about how absolutely wonderful they are?
This is not that character.
This is the type of narcissist who constantly rants and raves about how mindblowingly awesome they are, and the fans agree with them.
Maybe it's because they back up their bragging with genuine skill and competence, or maybe it's because they're just so damn entertaining in their rants. But whatever the reason, it's this character's ego that makes them so charismatic.
Often a trait of the Magnificent Bastard and the Insufferable Genius. Contrast the Small Name, Big Ego and Smug Snake, who may have an ego, but in their case it's more annoying than entertaining. Also contrast the Boisterous Weakling, who tries to brag even though his weakness is painfully obvious to everyone.
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Anime & Manga
Sesshomaru from Inuyasha has an enormous ego, and remains one of the most popular characters.
The fandom of Mahou Sensei Negima! does not appear to mind Jack Rakan's self-aggrandizing statements about his power and abilities (To quote him, "I have no weaknesses!") - probably because he more or less lives up to his claims, and then some. It eventually takes using the power of a veritably-Reality WarpingMacGuffin to put him down by "rewriting" him out of existence outright... and he still manages to come back from that. The man is a Memetic Badass for a reason.
Black Star from Soul Eater in all his hamminess. His first appearance almost pisses off the whole fanbase, but just moments later, he makes us regret it.
FOOL! Excalibur's legend began in the twelfth century!
Dragon Ball Z: Vegeta, who possesses almost legendary amounts of arrogance, manages to be this, rather than insufferable or annoying. From the way he mocks and belittles his foes, to the way he's always ready to fight guys much stronger than him, it all combines to make him a fan favorite.
Just about all the villains (especially Frieza and Cell) are mostly loved by fans and are considered downright awesome, earning their bragging rights. Just look at the Ginyu Force!
Roronoa Zoro from One Piece. He's stated to be "more arrogant than God", pretty much speaks in trash-talk whenever he fights an opponent and once fought a guy he couldn't cut, declaring he would by the end of the fight. He did.
Tengen Toppa Gurren Lagann has Kamina, a deliciously complicated example. He presents a ludicrously egotistical image, to the point that many fans believe both his act and his hype - how could someone who tried to threaten a Humongous Mechaon foot with a katana not be this trope? In actuality, he's both completely ineffective at basically everything and fully aware of that - he's as scared and panicky as Simon, but trusts Simon's heroic abilities, so he puts on the ego act in order to inspire Simon.
Kamina: Who the hell do you think I am?!
Woolf Enneacle from Gundam AGE. Arrogant? Check. Badass? Also check. "A key component of the G-Exes' superior abilities is that I'm its pilot!"
Gary Oak from the original Pokémon series. His whole fanbase is built up on how awesome he is and all of his achievements, most noticeably being the only known trainer in Kanto to have ten badges.
At least a couple characters in Baccano! fit this trope, with the Rail Tracer being one of the most noteworthy.
Naruto: Madara Uchiha. He manages to own all five Kages, and while doing this constantly gloats about how much they suck compared to him and Hashirama. He wasn't even trying. Then, for no reason, he uses his gigantic Susanoo to level a mountain. Then, he proceeds to own Naruto with one technique. And he still wasn't trying. If he actually starts putting effort into his fights, the sheer awesomeness generated would kill everybody.
Brilliantly inverted with Naruto himself. Initially viewed by both characters and fans as an annoying, arrogant, loud Ninja Brat, he begins to win us over when we see both how much stronger he gets over the course of the series, and how much of an underdog he's viewed as by his peers who don't know of his strength. Meanwhile, somewhat averted with Sasuke, who has an arrogant ego, and both a superiority and inferiority complex. He quickly becomes a fan favorite due to his knowledge, ninja skills, and impressive battle tactics. But once Part II comes, fans slowly began to lose all respect for him as he became too intimidating and egotistical, while Naruto has lost his big ego because he doesn't need.
If there's one aspect/characterization/etc. from Yu-Gi-Oh! that isn't exaggerated or otherwise meddled with in the Abridged Series, it's the very real fanbase of Seto Kaiba. Dueling skills? Check. Computer skills? check. Kung fu? Check. An industrialist that could put Tony Stark to shame? Double check. Massive sense of pride? Oh yes.
Pravda's commander Katyusha from Girls und Panzer. She's extremely full of herself, but is a good enough strategist to back up her boasting. She's also incredibly beloved by the fans.
Gilgamesh (or just 'Gil') from Fate/kaleid liner PRISMA☆ILLYA. He's still full of himself, but he's now a shota from the get-go. The audience of the Fate franchise obviously loves him.
Lupin the 3rd from the Lupin III franchise is adored by the fanbase, and the biggest ego in the cast. He's proud of his success, and has relied on his notoriety since his introduction.
Hermione: I'm getting tired of hearing people talk about the Boy-Who-Lived like you're - like you're some kind of god or something. Harry: Same here, I must say. It's sad how people keep underestimating me.
Tony Stark, just as in the comics. "I've successfully privatized world peace" is such an audacious and narcissistic thing to claim, but not only is it partially true, he's just so awesome for daring to say it.
Zaphod Beeblebrox of The Restaurant at the End of the Universe. It's how he survives the Total Perspective Vortex... at least until it's revealed shortly that it was sabotaged. As Zarniwoop tells him, "You would never have survived the real one." Still, Zaphod is one hoopy frood.
Skulduggery Pleasant, in-universe. His partner, Valkyrie Cain describes him as "hugely vain and narcissistic but endearingly so."
Journey to the West features Sun Wukong, the Monkey King. He manages to go toe-to-toe with dragons, the Judges of Hell, and Heaven itself. And BOY does he brag about it.
Live Action TV
Souji Tendou from Kamen Rider Kabuto,. In the same series, Tsurugi Kamishiro is almost as good at everything as Tendou, and more comedic as he plays it up. (Once an Episode, he tells us that he's the man who stands at the top of... something new every time. When he decided to see how the common folk live, the catchphrase became hilarious, because now it's "I am the man who shall stand at the top of waiting in line!")
The titular Doctor from Doctor Who. He's traveled across nearly all time and space, and saved the world more times than he can likely count, is an egotist how often likes to inform people of awesome he is, especially if they DARE to doubt him. His Evil Counterpart, The Master, is villainous example, who makes no effort to hide how highly he thinks of himself from anyone, including The Doctor. Thing is, he is that good, having single handedly taken over entire worlds, among other things. He also likes to boost that he'll never die, and, he won't.
House would be half as long and nowhere near as amusing if the title character didn't spend most of every episode showing off how brilliant he is:
Wilson: You're quite impressed with yourself right now, aren't you?
Stephen Colbert in-character on The Colbert Report. The man has a portrait of himself in which he's looking at another portrait of himself, and spins every news story or interview so everything agrees with him and the world generally revolves around him. It's hilarious.
MIIISTEEEER!!!!!!!KENNEDY!!!!!!!: His gimmick of doing his own introductions was supposed to make the fans hate him, but he's just so damn charismatic that it's made him a fan favorite.
CM Punk. Almost every attempt to make him a heel ended up making him a god among fans.
Leonardo de Montreal, Nightmares' Angel, in Chuubo's Marvelous Wish-Granting Engine. One quote from him consists of an epic A God Am I speech explaining why he drank all the milk and didn't buy any more. Those who can pull off this character type well are also advised to consider Fist-Shake XP.
Legacy of Kain: Kain rivals Vegeta in terms of his ambition, arrogance and (in his younger years) explosive temper, but because he combines it with genuine cunning, he remains awesome. The Gambit Pileup plotline, excellent faux-Shakespearian script and truly spectacular voice acting play no small part in this.
Sonic the Hedgehog. It can be easy to forget nowadays, but he's still quite the braggart and is proud of his Super Speed, and it was his "attitude" that made him a worldwide cultural icon in the first place. It helped that even with his ego, he's a hero that's not too proud to admit to needing help from his friends.
Shadow, to his fans at least. He's far more arrogant than Sonic, and quite possibly anybody in the series besides some of the villains, but he shows consistently that only Sonic can match him.
Sovereign from Mass Effect 1. You get a grand total of one conversation with him in the game, which consists entirely of him bragging about himself and how the Reapers will destroy galactic civilization. And it's quite one of the best moments of the games.
The Power of the Sun: Pyrrhon the "self-proclaimed" Sun God from Kid Icarus: Uprising is starting to become this. His Tumblr page is all about how awesome he is and why there can be no one as awesome as Pyrrhon.
Gilgamesh of the Final Fantasy series is one of the most popular characters, which is largely due to his huge ego. In-Universe, it's sometimes portrayed as empty bragging and always with a healthy dose of humor, but for players, he's rarely a pushover, and sometimes he's among the Bonus Bosses.
Kane from Command & Conquer refers to himself as "a close second" to God. However, being a Magnificent Bastard, he could make a case for that being official. Over the Tiberium series he's gone from "reports suggest that he's much older than he looks" to "he somehow survived being at ground zero of an Ion Cannon strike with nothing more than scarring" to "he doesn't age and can't be permanently killed, and it's not due to a trick like cloning."
In Fate/EXTRA, there's the playable Saber, aka Emperor Nero. She almost certainly has the biggest ego in the cast, and is beloved for it.
Gilgamesh. The King of Heroes was included in Fate/Extra CCC for a reason, after all.
Mima, an evil spirit from the early Touhou games, is a chronic liar who falsely claimed to be a deity while talking to the goddess of a demon world, yet she backs her arrogance up with the power to defeat said goddess. In the eyes of the fandom she can do stuff like the "Twilight Spark" despite not possessing any similar attacks in the games.
Also, Miko from later in the series. Known for making herself available just in case people feel they need an immortal God Emperor to lead them to prosperity. But until then she'll just work on achieving enlightenment and ascending bodily into heaven. Even the Boss Subtitles seem to agree, labeling her the Almighty Taoist Ruler of the Universe.
Gig from Soul Nomad & the World Eaters is an arrogant jerk with the overall demeanor of a delinquent teenager, and he's every bit as a much of badass as his constant bragging claims; in fact, he's likely the game's most popular character.
Overlord Zetta from Makai Kingdom will proudly and hammily boast that he's the "Most badass freakin' overlord in the Cosmos", and the fans love him for it.
Bowser from Super Mario Bros.. He's a massive ham with equally massive ego, but he can back every claim. When pitted against another threat, he'll stomp it to pieces and burn it to ashes. His massive armies follow him not out of fear, but out respect and admiration. Against anyone other than Mario and Luigi, he's unstoppable, verging on The Juggernaut.
Seto Kaiba in Yu-Gi-Oh! The Abridged Series: "I am on a drug: its called SETOFREAKINGKAIBA!!!" In fact, his focus episode in The Cancelled Series season (parodying the Virtual World arc) has the highest view count of all the episodes on CardGamesFTW.
Ilivais X: Mille Chanteau is nothing short of cool, and she knows this, and it's pretty much assured that she'll generate at least one Badass Boast a day.
Rainbow Dash and Rarity can both be arrogant as well, but their respective abilities and ties to their friends make this an endearing trait rather than a crippling inability (though there are episodes, such as "The Mysterious Mare Do Well" and "Sweet and Elite," that are built around deconstructing these aspects of their personalities).
Bender: It wasn't easy. It just proves how great I am.
Sterling Archer. His giant ego makes him brush off his Jerkass behavior and think the lives of everyone in the office revolve around him, but it's also the source of most of the humor and many of the messed-up situations on the show. His badass moments in the field more than explain why his ego is so gigantic.