Who is your favorite HERO who has never had their own SOLO SERIES? The character may be a member of a TEAM comic, a back-up feature, or have a mini-series or one-shot, but can never have starred in non-limited run, no matter how short.
Mine is The Shroud -- I think he gets dismissed as a Batman/The Shadow rip-off, but I've always found the Shroud's power set interesting, and his modus operandi is absolutely fascinating. If you're unfamiliar with the character (and I can't blame you), he operates as a criminal mastermind, putting together a gang of real criminals (his famous gang is the Night Shift, a bunch of horror themed supervillains), taking over an area until he's the local kingpin, then dismantling his own gang from the inside, leaving no organized crime left standing in his wake. That's brilliant!
He's had one mediocre 4 issue mini-series, but it totally focused on the wrong elements of the character (his background, which is 100% stolen from The Shadow). The majority of his appearances run through West Coast Avengers, starting with the mini-series, then the ongoing series, and even some Solo Avengers appearances (where he appears in Hawkeye's story), as well as Daredevil, Spider-Man and Spider-Woman. I'd love to see him get a new series in which we get to see him roll into a new city, take over the local crime scene, and then do his thing. Maybe even put together a new Night Shift.