I'll go for characters, and it's a trickier question than it appears to be at first glance. Because sometimes the unhappy ending is the RIGHT ending, no matter how much your love for the character makes you hurt for it. Prime example: Londo Mollari, who is my favourite tv character of all time. But a happy, or even happier ending for Londo would have been completely wrong for his story. So instead of picking a bunch of my darlings whom regardless of story necessity I wish to be happy, I'll try for characters who could have gotten happier endings in their respective universes without compromising the story told.
( Spoilers for Lost, Farscape, Merlin, BSG and Twin Peaks )
( Spoilers for Lost, Farscape, Merlin, BSG and Twin Peaks )