While my favorite religion is probably Buddhism, my favorite religious figure would have to be the Jesus that is depicted in the synoptic gospels.
After that would be Gandhi. Then Dr. King. And only after that would I list the Buddha. I love the message of the Buddha but I don't find him to be particularly "approachable" the way that Jesus was/is. Jesus got mad at times, he got scared at times, his humanity shows thru. And in seeing his humanity - his ability to be tempted - his teachings and his actions are even more awesome. Jesus hung out with the outcasts of society. The Buddha, on the other hand, as much as his teachings resonate with me, was the class valedictorian/president/jock type. He was born into a wealthy family, excelled at everything he tried since childhood, and even when he renounced it all and practiced ascetism, he was by all accounts a better ascetic than everyone else. He always speaks with the air of a patient teacher, not a commiserator in one's suffering. I understand that it is all the more commendable that he renounced his life of luxury for the sake of humanity, but his "perfection," or at least the way that he is presented in Buddhist scriptures, makes him less accessible to me.
Tho perhaps, in listing Jesus, Gandhi, and MLK as my religious icons, I betray a tendency towards participating in the cult of suffering and martyrdom that I'd rather not admit to.