My favourite secondary character has to be Finn, from Jennifer Roberson's Cheysuli Series, starting with Shapechanger. I'm not entirely sure if he counts as his story gets fleshed out throughout the first three books, but it's never fully told. To hell with it, I say.
I started off with a love/hate thing with Finn as he's a pushy bugger wanting what he wants as well as being the younger brother to doing-no-wrong Clan Leader Duncan. Finn also wants to get down with Alix, the main character, just as badly as his brother and the prince of Homana. Yeah, everyone wants Alix, just for different reasons: Prince, to get her away from the Cheysuli; Duncan, because of prophecy; Finn, because he wants to.
Too bad for him that she picks prophecy. I mean, I would've chosen Finn in a heartbeat. His reasons may not be as high as the others, but at least he's honest about it. Plus, he is bound to a wolf, Storr, and can take that form. Much better than his brother who is consigned to becoming a falcon.
Check out other people's Secondary Character choices in the links below ...