I think part of the reason why Methos works so well is that he's a foil to Duncan (Macleod); Duncan is a Hero, but not one of those too-idiotic-for-his-own-good sort of heroes (despite what some Methos-centric fic might say). Yes, Methos is my favourite, but it's an awful waste if one dislikes Duncan, because the show is actually about him! (And Methos only turns up in a handful of episodes).