I've been enjoying reading some of the stories recommended here- I can definitely see the attraction. Seegee's Phi Gamma Beta was particularly engaging.
I'll admit my first fictional love was Dr. Fear from DJ Black's Magic series. I think it's mainly the wizard thing
As for my own characters, I can't say I'd care to spend much time with them at the moment. As a new writer, everything is too fresh to enjoy my own writing yet. It's rather like working on an extensive project with close friends- as much as I may like them at the start, by the time we're through we could use some time apart.