This thread is inherently flawed in that it aims to create a objective list for something that is heavily subjective. I could find a verse such as, let's say Persona, to have Masterful Writing, but the guy next to me could think it's the worst piece of media he's ever consumed. To be well written is to be a interesting and complex character; But what constitutes as interesting varies from person to person, and where some people can find complexity, other's might see a character as shallow.
The sheer notion of making a Objective List of Character's that are Interesting contradicts with the fundamental idea of what interesting is; To garner intrigue and attention from someone, what interests one person doesn't interest everyone. One Piece may be interesting to many people, but I sure don't plan on watching it.
Personal Bias or Open Mindedness will always affect how we view forms of media, and it will always affect how interesting we find stuff to be. Complexity is often times a subjective thought when applied to a character; Where some people may look at the character of Goku and find a in depth balance of morality and selfishness that dictates his action's, both good and bad, some people might just see him as a guy who likes to Fight.
As such, since there is no proper objective way to gauge such a subjective set of standards, one cannot truly make a proper most well written list of characters that can be generally applied without scuffing it via Personal Biases and Subjectivity.
Anyways, I'm going to ignore everything I just said, I'm thinking of either throwing Roxas or Shirou Emiya here, both have really interesting character's imo, one which delves into question's of existence and what it means to feel emotions and the struggle's behind thinking you don't, and the other going into Ideal's and whether it's ok to sacrifice them, as well as going into Optimism vs Realism, and the many paths even just a single man could take in regards to this (Seeing as there are at least like 5 or so different Emiya's I could talk about if I went down that route, each of them having different point's of view in regards to Their Ideal's).