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"Difficult questions, all," as Zarfo the Lokhar would say, which is probably why nobody has answered your post yet. Thinking it over, I realize that my opinion on this has changed quite a lot over the years, and especially during the last three years. Limiting the discusssion to sf&f, here it is :

In my early power-training years, Conan was my favorite. However, that changed quite rapidly and I started to prefer guys who solved the problems at hand at least partly by their wits. I particularly liked Fafhrd and the Grey Mouser, each with their unique blend of wit and fighting skills. Later on, they were joined by Louis Wu, Roderick Blaine, Adam Reith and Kirth Gersen. I never liked Corwin (too bland) or Thomas Covenant (now there's a real bastard, although you have to admire its inventor for daring to put forward such a disgusting individual as protagonist, especially in sf&f).

For more than thirty years, a good protagonist was, for me, indeed synonymous with a good hero. As far as sf&f is concerned, things changed dramatically when I discovered Steven Erikson's Malazan Book of the Fallen. His technique of multithreading makes it extremely difficult, if not impossible, to decide on a character to identify with - and chances are, when you've finally decided upon one, that he turns out to be a real bastard. The opposite can also happen - my favorite in the series is now Karsa Orlong, who in the beginning of the fourth tale admits he likes killing children, just for sport, and who lives just to enjoy using his physical strength for that very purpose. Being used to a clear protagonist in almost all of my previous books, it was quite a task to adjust to Erikson's caleidoscopic approach, and a lot of people give up after two hundred pages or so. But I have found, after having read eight thousand pages of the MBF, that his multi-layered approach is, in the end, more satisfying than all I read previously.

This is not to say that there are no protagonists in the MBF. It only takes seven thousand pages to single them out : they are the soldiers of the Malazan Army, the generals, wizards, and simple footfolk. Strangely enough, they stick to each other not because of a rigid military set of rules, but because each of them has developed a highly individual code of conduct, a set of ethics and morals that enables him/her to cope with the horrors of war and merges both his virtues and his flaws in such a way that he/she becomes a useful companion.

And here may well be the common factor to all my heroes : the Grey Mouser, Louis Wu, Kirth Gersen, Raldnor, Ged, Karsa Orlong, Whiskeyjack, Cugel : each of them has a unique personality and has developed a code of conduct, a set of rules he has decided to follow even in circumstances that seem to suggest otherwise (remember the moment Kirth Gersen and Alusz I. Eperje-Tokay are splitting up?). This code of conduct is not imposed by society or law, but from a feeling of personal responsibility for one's own life and for one's companions (Reith saving Anacho from the Glass Box?) - and taking personal responsability for one's deeds and for one's companions in life is, in the end, the only thing that matters.

As already mentioned, developing a useful code of conduct depends upon the question whether the individual can blend both his virtues and his flaws in such a way that he becomes interesting as a protagonist. I do not like books whose protagonists constantly have to cope with this as an ongoing conflict, particularly not the ones where the protagonist fails or commits suicide. I prefer protagonists who have established their code of conduct already, and the only question is whether it will survive the confrontation with the problems at hand.

Neither do I like individuals without any flaws in their characters - they represent no challenge at all (since no "code of conduct" has been established - the protagonists could as well be saints) and are making me extremely nervous - Glawen Clattuc, Aillas and Miro are good examples. Strangely enough, I still find Araminta Station and Lyonesse so well written that the author has overcome this "flaw". In the former case, the Cadwal world and its inhabitants are fascinating;in the latter case, attention quickly shifts from Aillas to king Casmir, the true protagonist of the story.

Adam Reith is, if truth be known, still a bit boring. It's difficult to point out even a minor flaw. At the other end of the scale is Cugel, who seems to have more flaws than virtues, and somewhere in between are Kirth Gersen and Gatzel Etzwane, perhaps the most interesting protagonists in Jack's oeuvre.
Why, then, is Adam Reith still interesting? Perhaps because his code of conduct is on the one hand very clear - get back to Earth and stick to your companions - and on the other hand extremely flexible - he quickly adjusts to the ruthlessness of Tschai. Which is perhaps why Tschai is still my favorite book.