I honestly can't think of any that stick out in any of the games because I found them particularly interesting or likable. The vast majority of them were pretty much just vehicles for quests. I dealt with them because I had to, not because I liked any of them. This is one of the things that I feel that the Elder Scrolls series has been painfully lacking on.
I guess Paarthurnax from Skyrim sticks out at least a little bit as a character in his own right.