One character I wish they'd kept around longer...
Donald Groves, the guy from season 1 who killed and ate his parents. I wish he didn't die so early in the show, because he always cracked me up.
"The salami, I like 'em."
I'd have loved to see more of him, just because he was so quirky and entertaining.
I know he wasn't a good guy, but he wasn't a manipulative monster like many of the other characters. He had a sort of honest simplicity about him that was refreshing amidst everyone else's duplicity. (That's part of why I loved Busmalis, too.)