Evil Is Sexy: Bakura certainly qualifies, as a chaotic-evil incubus... "Sexy" is his specialty.
Aoshi may qualify as well, depending how evil you find him. The other characters just get pissed off at his evil actions, though; even Saitou doesn't find his chaos sexy when it crosses the line.
Iron Woobie: Aoshi is never happy (and tells Kenshin as much) but refuses to complain or change his path.
Magnificent Bastard: Kaworu, full stop. He shows up, points Saitou in the direction of the earth kami, engineers the End of the World as We Know It, makes sure that what he wants to save is saved, and all without anyone having a clue during or even after the fact.
His motives for this are unknown and perhaps unknowable.
Moe: Hana-chan and Yukito both give off the Dawwww, must protect! aura.
Moment of Awesome: Aoshi manages to intercept all nine strikes of Hiko's perfected Kuzuryuusen with his dual kodachi.
Kenji's death and Kenshin's subsequent helpless denial.
And then he feels the real impact a couple weeks later, when he's captured and drugged by KaibaCorp, and he breaks down with Aoshi because he "only wanted Kenji-chan's sword, why won't they let me have his sword...?"
Elderly Saitou dies alone because the other two are out trying to fight fate to keep him alive, and he wishes privately that they would come back and just be with him. He sits up for his final few nights waiting for them, but smiles at his own foolishness because he knows they're not coming.
Rei comes home from his vacation to an empty house, and goes about his business believing everything is normal, only to find out when his phone charges that his parents were killed three days earlier...