My favorite character from any of Tolkien's tales is Hurin, son of Galdor. He was the last man standing in the Battle of Unnumbered Tears. The valiant stand of he and his brother allowed King Turgon of the Noldorin elves of Gondolin to escape to his hidden kingdom so that hope may remain in Middle Earth. Morgoth hated him so much that he commanded his servants to take Hurin alive. In the end, Hurin fought alone, slaying his enemies with his great axe until it withered with the blood of Gothmog the balrog's troll guard. Each time he slew, he shouted, "Day shall come again!" He shouted this seventy times before he was dragged away.
When Hurin was brought before Morgoth, he would not tell him of the location of Gondolin. In fact, he mocked Morgoth (who was the first lord of all evil, and Sauron's master). Morgoth had Hurin bound to a chair at a high tower, and had him watch with ever-seeing eyes the fate of his wife and children for the remainder of their lives. Morgoth cursed his family, and the tale of Turin his son is the saddest story I have ever read. Hurin never told Morgoth what he wanted to know, remaining steadfast until the bitter end.
Nobody in the war of the rings compares, but I picked Aragorn from the list because he also walked the walk. You know what I mean if you've read about his past.