Meet Rorschach.

First of all, if you haven't finished Watchmen yet, don't fucking Google search for Rorschach! Don't do it! His identity is a cool surprise and you will ruin the moment if you try to look ahead. In fact, don't do any searching at all until you finish Watchmen. Don't leave your apartment, don't talk to your roommates, don't answer your phone when your parents call you. Just read it.
Rorschach is cool because he is basically a prototypical film noir vigilante, and most of how he talks and acts reflects this. I don't know exactly how to define film noir, or where it came from, but it has this kind of gritty feel to it. It's usually really melodramatic, but it doesn't take itself too seriously so you can still enjoy it without saying to yourself, "NO ONE TALKS LIKE THAT!"
Other famous noir-y characters in popculture are
Harry Dresden (Jim Butcher's The Dresden Files)

Marv (Frank Miller's Sin City)

Tracer Bullet (Calvin and Hobbes)

A big part of film noir is the hard-boiled detective tradition, where the protagonist is a private eye who plays by his own rules. Often, a doe-eyed, large-breasted bombshell will come in with tears in her eyes, and ask the private eye to find out if her husband is cheating on her. Then the husband gets shot and the private eye is framed for the murder and so on and so forth through several nearly identical plotlines that are familiar to anyone who grew up watching television - especially Sunday-morning political debate shows.
John McLaughlin, a film noir paragon.People are talking about how Watchmen is a criticism of the comics industry, or something. I'm sure it is, but I'm also sure I'm not very interested in that. Mostly I like seeing a vigilante breaking people's fingers to get information. Rorschach does that for me.
I don't know how to correctly pronounce "Rorschach." Right now I'm saying "Roar shack" but that can't be right.