Hmmm, Kaiji from the Kaiji franchise is probably my favorite protagonist. Not necessarily because he's my favorite character of any protagonists but because as a protagonist, he truly carries his series in a way I feel most don't. Joseph Joestar from JoJo's Bizarre Adventure: Battle Tendency for the same reason. He's not even my favorite JoJo (Johnny btw) but he absolutely carries Battle Tendency fully on the merits his own personality.
I'll just stick with those two, because if I don't answer that within that context, I'm going to be listing a lot of names.