For me, it's Jules Winnfield from Pulp Fiction.
Elijah Price of Unbreakable is probably one of my favourites. Loved Mitch Henessey in The Long Kiss Goodnight. And Tom Cutler in The Cleaner is vastly underrated.
You think Nick Fury is good? This is where movies are at, it's a disgrace. You ain't in a comic book movie you suck.