I have a lot... most of the Thousand Sons captains, even Maat with his arrogance (though he can justify it to some level). Lemuel is the only rememberancer I like so far from the whole HH series because he was so easy to relate to. T'kar because although he was prideful, he accepted the fact of his flesh change and died willingly.
But Ahriman, I think he's my hands down favourite. He doesn't believe in fate, thinks he can change his destiny, and he's just playing into Tzeentch's plans. I enjoy how he took a stand and rallied the Prospertine Guard to defend Tizca while Magnus was losing it. That takes guts and willpower.