The Unicorn from The Last Unicorn - A mystic creature that has a hard time relating to human feelings until she spends time as a mortal and learns the beauty and pain of love and regret.
I like a lot of Lord of the Rings characters, but my favorite might be Samwise Gamgee. He's simple and loyal.
I have a fondness for Eustace of The Chronicles of Narnia books - he's introduced in Voyage of the Dawn Treader. He starts out as an obnoxious little brat but has a lot of growth - nevermind it being an allegory for religious conversion (at least I think that's what it was) - just taken on the idea of "growth" and "gaining imagination and courage" his characterization is a pretty cool one. Also, he got to spend some time as a dragon and dragons are awesome.
I like Yoko, Rakashun and Taiki from The Tweleve Kingdoms books. Yes, they're also an anime, but the books actually came first and are rather rare to get ahold of these days in the U.S. since their translator (Tokyopop) went under. Yoko presents the idea of a person from our world being sucked into a fantasy world *with some actual realism* - that is, she doesn't become a Mary Sue demonslayer, she actually *freaks out* and has to deal with a persecution and danger and navigating an unknown world. Rakashun is a kindhearted intellectual half-rat who is just a sweetheart and Taiki is likewise from our world, but finds out that he's a mystical creature belonging to the other one and is a sweet, innocent little boy who has a lot of trouble figuring things out and has to work hard to find his courage.