Prussia and America from Hetalia. Prussia can't utter his name with out the word 'awesome' preceeding it, and America thinks himself to be the worlds largest hero and can't comprehend it getting along without him.
Nahga the Serpent from the Slayers OAVs & Filme (not in any of the series): Dresses like a whore, makes fun of people for having smaller breasts than her, thinks she's god's gift to earth. She's the Daffy ente to Lina's Bugs Bunny.
Mephisto Pheles. He refers to himself as "the great Mephisto" rather often, and is really showy and arrogant. But he has a reason. He IS the third strongest demon in all of Gehenna, after all. And he's pretty much pulling the strings to guide what happens with Rin and whatnot. (in the manga, at least) AND HE BREAKS THE FOURTH WALL. HOW AWESOME IS THAT?! He's mine, though. None of Du get any ideas. >:T
