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Tony Soprano (James Gandolfini), The Sopranos
Sure, Tony is a mob boss, but it's important to separate the job from the man. While he's offed and ordered hits on his share of guys, Tony's moral compass never solely pointed at "evil." His confessions on Dr. Melfi's couch, panic attacks and commitment to both his "families" always suggested that he was capable of changing for the better — and how could you not root for that?