Amber

Anyone read the Amber novels by Roger Zelazny? Now this world of his is a most intriguing notion. The character that struck me the most was Benedict. I love how he ceaselessly travels from shadow to shadow to view endless variations on historical battles. That would be paradise, if you are the sort that likes to play the "what-if" game.

My favorite characters here would have to be Benedict and Fiona

And, of course, the unicorn