One of Gaiman's ten favorite characters from myths that haunt him, as told to the Guardian:
PenelopeRead about the other characters on the list.
My favourite character in the Odyssey. As Odysseus takes the long way home, encountering Circe and sirens and cylops and such, Penelope waits and weaves and unpicks her weaving. She was the only one who seemed even faintly responsible or grown up in the story.