Well, book-Frodo's kind of interesting too, although you have to do some character analysis for that to come out. Movie Frodo was a wimp. I'd agree about Gimli, except that I suppose the movie had him as mostly comic relief. And Saruman- I forgot about him >.<
Golem... 'nuff said.
Why so? Or are you referring to the extra material we get outside of the Lord of the Rings books themselves?- with regards to Sauron.
Gimli was so much more interesting bookwise - the movies cut out so much character depth it was appalling, and I found him to be one of the most interesting of all, especially as he is quite in contrast to the grim and rough stereotypical dwarf.
I also found Saruman, Denethor and Theoden to be really well devised characters.
And, i'm sorry, but anyone who listed Legolas as their favourite is either basing that off of the cheesy Bloom Legolas, or wasn't paying enough attention while they were reading. Tolkien makes a clear point of Legolas being the least influential of the Fellowship as a representation of the decline of the Elves influence in Middle Earth.
Bloom was not cheesy!!!:CStern: He did a pretty good job in the 2 Towers if I don't say so myself. You at least have to admit that his armor was awesomeness.