I like dour characters. I guess a lot of people don't, from all the silly backlashes against people who don't fit normative roles. I'm not exactly the most chipper person myself, so when I see people in real life or in entertainment who don't affect an attitude that is meant to portray interest when there is none, I'm instantly intrigued.
Lil from the series Ergo Proxy is thoughtful but subdued, and in the bleak town of Romdeau she acts as our lens into that world, and she personifies it at the same time.
The structure and plot of Ergo Proxy irritates me, but I find myself drawn by the style and design, and the show's unwillingness to paint a happy face on things. It's too bad I won't get to see the whole thing, because its style and substance are reasons why I won't give up on anime yet.