Best "Created" Characters...

[bullets]

Darth Vader

 

[Reek]

Ricky Bobby

 

[Mr. Socko]

Hrm, I'll go ahead and take 'created characters in movies' literally and bring up:

I'm pretty sure Mary Shelly created Frankenstein's monster long before the Hammer films

 

[Reek]

lol

 

[Victarion]

Mr. Cotton's Parrot

Davy Jones

And someone has already mentioned Jack Sparrow, so I'll jump on to:

Beetlejuice

-Lieutenant Morzan

 

[Reek]

Tony Montana