Fantasy and Science Fiction are largely escapist and that means that in some way the characters are meant to represent us allowing us to imagine ourselves as great heroes who save the day and get the girl.

The problem  with this is that in order for any of this to work as a story there has to be conflict and trouble and so while many of these characters seem to have exciting lives things aren't as good as they seem.

5. Frodo Baggins

Living his life in peace in the shire until one day he is given the most evil relic in the world, he is forced to leave paradise to travel into the worst place in the world, get nearly eatten by a spider, go hungry, thirsty, and finally have his finger bitten off. Then when he does return he is tormented by the memories and longing for the ring until he is forced to leave everything behind and travel across the ocean to live with the elves.

On the other hand: he had some good times before he had the weight of the world put on his shoulders, and Lembas bread sounds like it would be good.

4, Yoda

Yoda was the wisest of all the Jedi, yet he was unable to stop the destruction of all his brothern. In addition to living alone in a swamp for twenty years Yoda must have had some serious survivor's guilt, and then just as he begins to see a chance to fix things he dies.

On the other hand: He lived 900 years so there were probably some good times before the emperor began to cause problems and he can move things with his mind. That could be useful, unless you're living alone in a swamp.

3. Angel

Immortal and eternally young, Angel is clearly meant to be a tragic figure. He was evil for several hundred years and seemed to enjoy it until he was cursed with a soul, except that if he is ever truly happy he loses it.

He does this, becomes evil and nearly destroys the world, but his soul is returned to him just as the woman he loves is forced to stab him through the chest with a giant sword.

He is then brought back and forced to attempt to make up for three hundred years of killing something that he knows he can't do, while a group of lawyers try to drive him insane.

On the other hand: He has a second chance.

2. Hercules

If you watch shows about Hercules it's easy to forget the real story because it's far more fun to focus on the slaying of monsters, but this wasn't someone with a happy life. Hercules was abandoned by his father, who's wife, and queen of the gods spent her time trying to ruin him.

She sends snakes to kill him in his crib and he kills them and for a while that seems like it is all over, except that she is actually waiting for him to become happy. He marries and has children, then the queen of the gods makes him insane and he kills them.

Even though he was insane that defense didn't work in anchient times and he is given 12 impossible tasks to perform instead of being given time to mourn the death of his wife and children.

On the other hand: he went on an interesting boat trip and got to hang out with Jason and Iolaus.

1. The Doctor

Last of the time lords the doctor not only has to deal with a constant stream of enemies who want to destory him, and the earth but do it while hanging around with people who are probably no closer to his inteligence than a dog is to ours.

He of course picks the best of the lot for companions, just as you might pick out a well bred dog from the kennel rather than one of the really stupid ones because at least it can learn a few tricks.

More tragically is the idea that this lord of time and space can go anywhere except the one place he really wants to go which is home to the other time lords. He also has to deal with the memories of not only losing his own race but exterminaning another race.

On the other hand: He has a time machine.