I think Elric and Thomas Covenant are two of the best conceived anti-heros. Covenant was good through the first book, but (as others have mentioned) there was limited character growth.
I want to put in a good word from Lucas Corso from
El Club Dumas (
The Club Dumas, in English - don't read the plot summary, it will spoil things):
Quote:
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Lucas Corso, a mercenary book-dealer and master manipulator who specializes in acquiring rare and valuable editions for anonymous buyers and other book dealers.
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Also, I think the best executed anti-hero is still Gene Wolfe's Severian, Journeyman of the Guild of Seekers of Truth and Penitence. Not only is he a monster, he seems like a fundamentally good person. The kicker comes in the fifth book, when we realize how heroes / anti-heroes are made. Brilliant!