If you follow a shounen, whether the main character retains a fool-hardy attitude and angst or not, chances are, the main character becomes really cool when in battle.
In other demographics? In Madoka Magica (a seinen), every girl has some incredibly BA moments, even if
Mami was decapitated in the third episode, Sayaka's coolest moment was one of sheer wrath, and Kyouko sacrifices herself so Oktavia (Sayaka) wouldn't die alone. Madoka is weak at first, but the girl becomes a diety. Even so, Homura just wins the female award for being totally cool, even without becoming a diety.
So I think, by the end, it goes Mami, Sayaka, Kyouko, Madoka, Homura.
In Code Geass (a seinen), there's tons of BA everywhere. Lelouch is a genius and Suzaku, while I generally dislike his views, is extremely skilled. And then we have ace pilots, emperors, rebel faction leaders, and anything you could possibly desire.
1)Yuri Lowell (Tales of Vesperia)----The coolest character I know.
2)Dante (Devil May Cry 1,3,4)-------Badass!
3)Snake,Big Boss (MGS)-------------- The very definition of MANLY!!
4)Sinbad (Magi)------------------------ He's got fame, power, wealth. He doesn't flinch in impending danger, has big ambitions and is ready and willing to do anything to achieve it.Just the kind of man I like.
(He's the middle one)
5) Lina Inverse (Slayers)----------------- One of the coolest female MC, smart, strong, and hilarious.