Oh dear, all my favorite characters are from shonen anime O.O The top three would be Yuu Kanda from D.Gray-man, Break Xerxes from Pandora Hearts and Saber from Fate/Stay Night.
In the picture - Yu Kanda
It would take me days to name all of my favorite characters from a Shounen anime..so my favorite Shounen anime character is Satoshi-kun (Ash in the english dub) from Pokemon!