The coolest?
Trinity, IMHO. But that's because I like the enigma that surrounds her. We know NOTHING about her at all, save she hacked the INS database. I like the way her residual self-image changes over the movies, and the relentless way with which she acts.
Neo: The character-concept is brilliant. Computer-hacker turned semi-god. Pure genius.
Morpheus is great. Fishburne has one of the coolest voices on film. Calm, collected, never in doubt.
And... oh, well (shrugs 😉. I like them all, just some better than others. Ballard is great (especially in ETM), Niobe, Ghost.... etc. etc.
Just watching the Making of Matrix Revolutions on C5 in the UK.
He's just NOT there, is he? We see the Logos and the Hammer, we see everyone else, where the hell is Ghost? We can't see much of Sparks either, though, and I doubt they BOTH die...
Where the hell IS Ghost, then? If not dead. Or maybe dead after all. Gah!