Kagami Hiiragi from Lucky Star. She's cute, strict but kind at the same time (new kind of tsundere), and get lonely very easily (which adds her cuteness even more).
BTW, my favorite character from a video game (VN) Rio Kugenuma from Do You Like Horny Bunnies. And she is the first and only fictional character that I fell in love with... for a long time until I know Kagami. Now that if I think about it, Kagami and Rio shares a similar personality. I think this is the reason why I love these characters.