I have a lot of favorites but if I have to choose one overall, that has to be Isaac Mendez. His drive to save New York, the city that took him in and where he met the love of his life, Simone, was what made him quit the drugs abruptly and, this same drive was what made him resort to them again when all hope seemed lost ultimately leading to painting his own death.
His last words closed his arc perfectly:
"It's all right, I finally know my part in all this. To die here with you, but not before I show them how to kill you and stop the bomb. I finally get to be a hero."
I, for my part, strongly believe he was the hero of season one and possibly the most influent character of the whole series, plot wise (his paintings and power glued together the different plot lines of the first, the second and part of the third season).