There's never really been an anime character I identified with 100%, and the ones I do are somewhat skewed by my interests and preference, just my general love for the characters. Then again perhaps the reason I love the characters is because I associate with them.
So that said, there are two characters I think I could say I'm the most like.
Shinji Hirako from Bleach, and
Shizuo Heiwajima from Durarara!!.
Shinji is highly unusual and quirky character, laid back and loves music and being cool and hip. I've most definitely got some semblance of those traits in that I do tend to gravitate toward things that are popular, I do like to maintain as cool an image as I can, and I do have moments where I'm laid back. Shinji is also known to be kind of obnoxious and silly when situations present themselves, and as I'm sure anyone here knows, that applies to me as well.

Shinji also has a serious side, however, and is shown to be brutally intelligent. A nice guy with a set of morals who backs up his friends, but also a calculating leader who leads his group without actually holding that official status; he's ridiculed, challenged, and argued with, but he still shows that leadership when it's needed. He's also been shown to be able to do somewhat more brutal or insidious things, including tricking the protagonist of the story while trying to help him, and working alongside a known enemy in order to keep an eye on him. These correspond with my belief that sometimes harsh or brutal methods are necessary.
Shizuo represents a lot of my almost complete opposite traits. He has a lot of ability, though isn't necessarily good at using it well. He's generally pretty cool and calm, usually fairly laid back, but when angered he goes ape**** and goes way overboard, which I think fits me pretty well in that I am cool-headed and tend to make good decisions probably a majority of the time, but have the tendency to go too far or lose it, which I think especially lately (as opposed to in the past), has been a personality flaw of mine. He's also a very moral person who backs up his friends... while simultaneously calling them a dumb***, which also probably fits me. :bleh:
Key with these guys is they're both odd characters that represent portions of my social, positive characteristics, but they also have darker sides and some emotional problems that correspond to some of my flaws and also to my more controversial traits (could be flaws depending on how you look at it).