Hmm. Have to go with Jo from Little Women. Yeah, I know, typical, but I had a crush on Joe Hardy at the time and it seemed sooo cool that she had the same boy's name, wanted to be a writer AND rejected a marriage proposal.

I also wanted to be Penny, the niece, from Inspector Gadget badly.

Does Jadzia Dax count (though I guess I should want to be Deanna Troi, since my mother is just like Lwaxana, but she bored me!)? Dax was just the bomb! And there's Selene from Underworld just because I've got a vampire thing.