I think mine has to be Dain II Ironfoot.
When I first read the Hobbit, and knew nothing about him, I was annoyed that having just turned up at the end of the book, he was able to inherrit what all the others had worked so hard for.
When I got more involved with LotR, however, I began to realise what a hero he really was, and why he was next in line to Thorin Oakenshield. He was only 32 when he charged the steps of Khazad-dum during the Battle of Azanulbizar and slew Azog, the greatest Orc of that Age.
When he inherited the throne of Erebor, he put aside the normal Dwarven lust for gold and sought a peaceful solution with King Bard of Dale. Later at the second battle of Dale, even though venerable (he was 252), he stood over King Brand's body defending it until he too was slain.
I think it was Gandalf who described him somewhere as being, "The greatest Dwarven warrior of Durin's Line".