I quite like Jormungandr. Mostly because he is so huge, and just the size of one of his eyes would be so intimidating."Trickster Makes this World" sounds like a great book, I'll have to try to find that one. I tend to agree with LegendofJoe about Loki though. It seems to me that Loki starts out as a trickster, but evolves into more of a villain. I'm still pretty new to Norse mythology, but Loki is my favorite character so far.
Thanks for the suggestions about Surtr, Fenrir, and Jormungandr. I just looked them up, and they seem pretty cool. I look forward to reading more about these characters.