My favorite character from Law & Order is Mike Logan because he has the most depth of any character I have come across since I began reading the Matt Scudder novels of Lawrence Block. I always want to know what's going on inside him and hear his views on everything.
He's an honest cop who wants to rid the world of the bad guys and though he knows this is a futile idea, I still sometimes see a bright-eyed excitement in him -- of being the hero, rushing in and saving everyone. He enjoys his job and the challenges it brings and he does his best to uphold his ideals.
He's tough, but I've seen him become a safe teddy bear when dealing with children. He doesn't let people get too close, but I've seen in him loyalty to those he has chosen to care for and I see a reflection of myself. He has an explosive temper that I find amusing, but at times I've seen a controlled rage that I understand on some deeper level of myself.
These reasons, and others that are as enigmatical as Logan, come together and form a bond between us. I care about him. I talk to him. I call him friend.