Lisbeth Salander from Stieg Larsson's Millennium Series- although she's way tougher and smarter than I could ever be. Her family situation was similar, although much worse than my early home environment, but had a similar kind of dysfunctional family dynamic.
Nita Callahan from Diane Duane's Wizard books-she even had an annoying yet brilliant little sister who was better at everything than she was!
Leonard Neeble from Daniel Pinkwater's novel Alan Mendelsohn, Boy From Mars- he was totally me in middle school, except I was skinny.
Georgia Lass from the Showtime TV series Dead Like Me-especially during the times in my life when I was suffering from depression and experienced a loss of motivation and started wondering what the point of everything in life was.
Ned the Piemaker from Pushing Daisies-produced by the same guy who created Dead Like Me-I'd like to meet Bryan Fuller in person someday, since they often say that writers, producers etc. put something of themselves into each character they create.
Briony Larkin from the novel Chime by Franny Billingsley-although I'd like to think my self-esteem is a little healthier than hers.
Also a lot of Tom Holt's male main characters who feel like hopeless losers a lot of the time, especially in the beginning of the books, but discover that they don't always have to be that way, which cheers me up when I read about that and see them develop.
Quite a few other characters from fictional works have resonated with me when I think about it, although it depends on where I am in my life and how I'm feeling about my own situation. I have noticed that I relate to a lot more female characters than male, although there are also some male characters who I really identify with as soon as I see them or read about them.