In 1980, X-Men co-creators Chris Claremont and John Byrne concluded the greatest, most tragic saga in comics history by killing Jean Grey. More on that later in the list. To replace her, and to lighten the somber mood, they introduced Katherine "Kitty" Pryde, a 13 year old Jewish girl from the suburbs of Chicago with the ability to "phase", or to make herself insubstantial enough to move through solid objects. She was smart, precocious, and immediately became a little sister to the team, which was then comprised of the mainstays many consider to be the quintessential X-Men: Storm, Nightcrawler, Wolverine, and Colossus. Each would develop meaningful relationships with Kitty that would yield great storytelling grist in the years ahead.
Over the next eighty or ninety issues, until the late 1980s, Kitty became a central figure in the increasingly sprawling X-Men universe. She and Colossus became a (somewhat creepy, given their ages) romantic item, and their breakup following the Secret Wars event remains some of the most honest depiction of heartbreak in any medium (Bill Coffin, we've discussed this at length). She travels to Japan with Wolverine and trains as a samurai. Or maybe a ninja. I don't recall specifically. This points to Kitty's great flaw as a character: Claremont turned her into what the comics industry refers to as a "Mary Sue", or an avatar good at anything and everything. It wasn't enough that she was a smart computer whiz, she had to be a genius. She had to become a ninja. In time, she becomes so highly-regarded that she succeeds Professor X as Headmistress of the school.
All of that aside, when I picked up X-Men as a nine-year old in 1984, Kitty was the character with whom I most identified. Like thousands of other boys my age, I had a crush on Kitty Pryde. She wasn't a latex and boots babe of unlikely proportions; she was tough, smart, cute, and attainable. The stretch from X-Men #138-220 saw her as the pivotal figure in Days of Future Past (read the comic version, it works so much better with her as the time-traveler than Wolverine), the Brood saga, the Mutant Massacre, and more. When Magneto nearly kills her, it triggers his awakening that drives him into his stint on the side of the angels.
Sprite, Ariel, Shadowcat...she's always been one of my favorites.