Death, and also the other three Horsemen of the Apocalypse. In fact, I like Anthropomorphic Personifications of pretty much everything, but Death occurs most frequently, and is often the best.
Ok, so in approximate order of awesomeness, here goes:
--Death appears in every single Discworld book except
The Wee Free Men. But usually it's only cameos, except in his own books, which are
Mort,
Reaper Man,
Soul Music, Hogfather, and
Thief of Time, the latter of which also stars the Four Horsemen (and also a Fifth Horseman). Death has a granddaughter named Susan who takes over his job sometimes, and is also awesome. This Death is grandfatherly and rather sweet.
--Neil Gaiman has an amazing Death in his Sandman comics. She is female this time, which is cool. (In French, Death is
la mort, which IS female, so I think we should get more female Deaths.) Unfortunately, I started reading the Sandman books, and didn't like them. So I'm not going to recommend them. Basically everyone says they're fabulous, though, so don't take my word for it.
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--Neil Gaiman also wrote a book with Terry Pratchett called
Good Omens, in which the Four Horsemen of the Apocalypse appear. Death is the same Death as in TP's books, I think. And besides him, Pestilence is the best of the other three.
--Jackie Morse Kessler has a series starring the Four Horsemen of the Apocalypse:
Hunger,
Rage,
Loss, and
Breath. Here Death is funny and guitar-playing and looks like Kurt Cobain.
--
The Book Thief, by Markus Zusak. Narrated by Death. A slightly less human Death than usual, but still anthropomorphic. I liked this WWII book well enough. Most people loved it.
--
Keturah and Lord Death. Quite Romantic. But I don't mind! WOW! It must be because I love Death so much.
--"Meet Joe Black", a movie with Brad Pitt. Not my favourite movie ever. This one is not only Quite Romantic, but up to the level of Uber Romantic. I finished it, though, so that's something, I guess. But it does star Death as a character, so it deserves to be on this list. Plus Anthony Hopkins is in it, so there's that.
--The TV show
Supernatural has a Death character in a couple episodes. I think this Death wins for best entrance, what with all the slo-mo and creepy "
O Death" song.
--And there must be more. There SHOULD be more. Does anybody know of any more? (I started reading
On a Pale Horse by Anthony Piers, but didn't finish. There are also many good books and some TV with people who have Death's job, but none of them are actually Death himself as an Anthropomorphic Personification. Thus Hades from
The Lightning Thief series doesn't count.)