These are a few of them. :)
Peter Petrelli from Heroes. What I like about him is that he is one of the few people in this show who is ALWAYS trying to do what's best for everyone. He's caring and compassionate.
Guilford Dudley from Lady Jane... Nuff said.
My favorite hero at the moment is Anthony "Tony" Dinozzo from NCIS. At first I didn't like him, because he's a huge flirt and says things that shouldn't be said all the time. He is always goofing off at work and doesn't seem to take anything seriously. But, then you get to know him better... Underneath, he is the best agent on the team. He loves his team mates and always has their backs. He constantly puts himself in danger to save their lives and he's always the most level headed when it matters the most. When he falls in love he does absolutely everything in his power to keep her safe, but at the same time he doesn't let his feelings for her get in the way of protecting his team.
So yeah :) He's cool.
And of course there's Westley... The greatest fictional hero ever!