favourite of all time ever? there are too many...but here are a few that get a mention:
Undercover Brother - 'SOLID'
Sheriff Bart from 'Blazing Saddles' - puts all idiot racist twats in their place!
Jimmy The Saint from 'Things to do in Denverwhen your dead' - the coolest dude ever!
Igor from 'Young Frankenstein' - played by the Great Marty Feldman - best spoof character ever played in a Mel Brooks film ('Barf' played by John Candy in 'SPACE BALLS' is a close second though)