I am super-heaps fond of lady characters who have strength and power in traditional (for our society or their society) feminine roles - basically, ladies who have been raised and trained to be "proper ladies" who nevertheless move and shake. It's a powerful subversion of the idea that there's no power in lady-business. The best example I can think of right now is Clara in Daniel Abraham's Dagger and Coin books, but Guy Gavriel Kay's work is also full of great examples.
I'm also exceedingly fond of wry, jaded, bitter rogue types. From Eddings' Silk through to Locke Lamora, I'm fond of bitter men hiding genuine pain under whimsicality, and the shades of grey they have in their moral pathways.
Possibly relatedly, another favourite character trope is the hero who's been heroing long enough to rub the shine off it, and who knows it's all just mud and blood at the end. Basically, give me an older chap who's embarrassed about his own heroic legend and complains about how his knees hurt, and I'm probably halfway to sold. (Which is why it surprises even me that I didn't enjoy The Name of the Wind, but to my mind it didn't really deliver this trope.)
In terms of plot tropes, I must admit to loving a plotline where a hero has to do something bad in order to avoid something worse happening. Bonus points if no one ever knows the why, and it just looks like he's gone villainous.