Since the person who begun this thread used Nymph from "Sora no Otoshimono", I will use Ikaros as my favorite character with wings.
She is cute, emotionless, and loves to take care of her watermelon (Watermelon is good for you) Plus, Hayami Saori was adorable as her, and so was Ikaros's English VA Brittney Karbowski.
I miss that show. :-(