++Maeglin
He's cool.
He's a charming, proud bad boy.
He's not a simple villain or hero.
I pity him.
(And besides, his name is nice and it sounds a bit like the name of someone really cool...

)
As for the W-K, his doings in Angmar are cool, the Nazgűl are cool and it would be interesting to know how they were before they became evil (I've
always wanted to do an RPG on that topic), but somehow, I don't know, he's just pretty lame. I just don't find him very interesting. (The Nazgűl lose 90% of their scariness after FotR anyway.)
In short, if you put me to choose between an interesting, tragic half-villain and a villain who's simply a villain (or maybe was less so in some distant past of which we're told nothing), my choice is clear.
edit: xed and agreed with
Agan