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spoilers! These are thorough reviews so...tread carefully.
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The Main Characters

Kenshin Himura/Hitokiri Battousai/Battousai the Manslaye
I really liked how they developed Kenshin. A man with a deep past, mysterious, and dorky on the outside. In the TV series, we gradually learn about his awesomeness - so we are able to get more of an impression of his character rather than his reputation as an incredibly skilled swordmaster. His ideals are definitely on the optimistic side of things, especially in lieu of his bloody past - he seeks to "repent" and for that he is almost like a wandering monk ^^. In daily life, he fits in as an almost childishly happy housekeeper (yeah..housekeeper..he's mostly portrayed washing the laundry at Kaoru's dojo), yet on the other hand, his darker side can come out when it's time for a fight. Mostly though, he tries to play peacemaker when old enemies come to visit.
In the OVAs/OAVs however, Kenshin was a completely different person. He is a brutal murderer, though in truth a reluctant one. He is a child possessing an incredible power trying to make the world a better place, and chooses the wrong path. Although I like his darker side better than the goody-good smiley housekeeper side, his character was way too grim. There was plenty of depth to it - but then again when it stays deep forever and never fluctuates back to some happy moments now and then, things can get boring.

Assistant Master Kaoru
An off-the-shelf character - the "damsel in distress." What's funny is the first episode has her attacking Kenshin. After that, she becomes completely complacent. She is a very emotional girl, and after meeting Kenshin, becomes dependent on his presence. Most times she is shown as an awed and shocked onlooker of Kenshin's battles - often explaining martial arts styles and techniques.

Sanosuke Sagara/Zanza
Sanosuke, known underground as "Zanza" for his inhumanly huge sword called the "zanbatou," comes in a few episodes later in the TV series and is not shown in the OVAs/OAVs. He also has a deep past, although not as deep as Kenshin's. An Imperialist Captain Sagara, who had raised Sanosuke had been brutally murdered by the very people who had needed their help in the war. His bitter feelings of betrayal lead him to a duel with Kenshin - the first serious duel of the TV series - since Kenshin was said to be the strongest of the Imperialists. He later becomes a sort of sidekick to Kenshin, freeloading at Kaoru's place and claiming that he is "keeping watch" on Kenshin - to see if his would-be enemy has really changed from battousai ways, and is really repenting for past wrongs.