Today's favourite fictional character is Sally Lockhart from Philip Pullman's Sally Lockhart Mysteries. (I will warn you right now: if you have not read the series, don't go searching for too much information; I came across some pretty stupendous spoilers when I was looking for information for this post. In particular, stay away from the Wikipedia page on Sally Lockhart. And don't read the Amazon summaries, either; some of the ones for the later books contain spoilers.)
Sally is a young woman living in Victorian England. She has a sharp mind and a head for numbers, qualities that weren't really valued in women at that time. When the first book begins, she has been orphaned after the murder of her father. Her quest to uncover the truth about his death takes her on a journey through 1870s England, where she makes friends (and enemies) and learns some surprising things about her own past.
Sally first appeared in The Ruby in the Smoke. There were three subsequent books: The Shadow in the North, The Tiger in the Well, and The Tin Princess (the last one is considered part of the series, but Sally makes only a cameo appearance). The Ruby in the Smoke and The Shadow in the North have been adapted for film by Masterpiece Theatre (both are worth watching, especially if you enjoyed the books).
What I liked about Sally was that she was a feisty heroine in a time when girls were supposed to be prim and proper (and out of the way). She can take care of herself. When so many of today's young heroines seem to need a man in their lives, it's refreshing to see a heroine who doesn't lean on her leading man for absolutely everything. Of course, Frederick Garland does provide the orphaned and jobless Sally with employment as his bookkeeper in his photography business. Then again, he's hopeless with numbers, so Fred needs Sally as much as Sally needs Fred. Their relationship is a pretty balanced one (especially for the time period in which these stories take place).
The Favorite Fictional Character meme was started by Ryan G. at Wordsmithonia.