The Comedian and Rorschach are my favorites. The first represents everything humanity is and the second represents what humanity should be (in my opinion). Well, maybe not to the extreme that Rorschach portrayed. Ozymandias was the one I disliked the most, mostly due to the fact that I didn't not believe that his plan's end justified the means. Especially since it hinged on the fact that the world now based itself upon a lie and any lie eventually gets exposed (evident in that scene with Rorschach's journal at the very end). So you know that it will be exposed and when it does the world will be back to what it was before, possibly even worse.
EDIT: Oh yeah, awesome movie.
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