Okay, if I was going to cheat again (since this is an anime-styled show and not Japanese in origin) I’d say Zuko from Avatar the Last Airbender. Hands down. I could’ve cheated and made him my favorite male anime character, but I didn’t. And that pained me. But I’m not going to cheat, as much as my unhealthy love of Zuko may tempt me.
In terms of actual anime, well I have to go with my old-time favorite in Ken from Digimon.
He is one of if not the most complex and interesting character in Digimon, and he also gets the most character development. He does start out as evil, which didn’t do it for me mostly because he kicked a puppy. D: However, he does eventually see the error of his ways and become a good friend to the Digidestined, even if it took time and work to finally earn their trust.
After he becomes good, he is shown to be a very brave, caring and smart person, and Yolei is lucky to spontaneously end up with him for some reason. Plus, he becomes a private eye partnered with Stingmon.

It’s Ken in a trench coat! Come on!
Honorable Mentions: Android 17 from DBZ, Hatsuharu from Fruits Basket.