my pick is Sonny from A Bronx Tale.
He was a cool gangster, he had the babes, the clean-ass caddy, and not to mention the threads.
He also had a conscience and a heart, you can tell how he interacts with "C", as if he was his own son.
His role was played wonderfully by one of my favorite actors Chazz Palminteri.
I catch something different everytime I watch it.

(Did you guys know that Chazz's real first name is actually Caloghero? The same name used by the title character in A Bronx Tale.How cool is that? Just thought you guys should know!)