First and foremost, Rip Van Winkle from the Hellsing OVA and manga. I don't know what it is about her, but I've had an enormous crush/obsession with her from the moment I saw her. I even built a mini-shrine to her in my old room last year... *cough* It's a crying shame she had to die.
In second place is Noelle Bor from Trinity Blood. She's gorgeous, and has a nice personality to boot. I really like her lipstick. Again, it's too bad she died.