What defines cool really, a character can be bad ass or sadistic
or ingenious. Cool is a rather loose word which can mean many things.
With that being said Mayuri is my current fave character closely followed
by the count of monte cristo and Koko hekmatyar.
1. Feruna Lutelu aka Ryner Lute (Densetsu no Yuusha no Densetsu) no metter of facts
2. Yuuji Kazami (The Fruit of Grisaia)
3. Hei (Darker than Black)
(Troll) 4. Katsuragi Keima (Kami nomi zo Shiru Sekai)
5. Akabane Raishin (Machine-Doll wa Kizutsukanai)
With main character you refer to the protagonist of the story or other main characters?. If we count both:
-Gray from Fairy Tail, so cool that uses ice as magic, lololol
-Alucard from Hellsing
-Nicolas fron Gangsta.
-Koro Sensei from Assasination Classroom
-Kogami from Psycho-Pass
-Touman from To Aru series
-Archer from FSN
-Kiritsugu from FZ
-Every main character of Jojo
-Killua from HxH
-Revy from Black Lagoon
-Clare from Claymore
-Celty from Durarara