Another honorable mention to my list: Arc from Tsukihime



She's the kind of character that only appears in fantasies even though she looks pretty plain from the outside. She's a vampire princess in a fantasy story who looks completely normal but has a lot of background. Mysterious characters are good.

Ciel was another intriguing character from Tsukihime but there was too little info on her during her brief appearance in the series. I'll start playing the game in the next little while and hopefully it reveals more about her.