Who is my favorite male lead character? Acheron from the Dark Hunter/Dream Hunter series by Sherrilyn Kenyon. I just love him. He is the leader of the Dark Hunters who fight daimons who are vampires. He is mysterious and a immortal. No one is sure who or what he is (we will find out in August when his book will be released). He is very tough but has a very kind heart.
Harry Potter also comes in mind. I like how Harry is vunerable but yet he is strong. He does not realize that he is strong and that he is capable of more then he thinks.
My reasons seem so simplistic, but it boils down to that I like the books and these male lead characters help make the books so enjoyable.