I'm surprised no one has mentioned this, but Cowboy Bebop pretty much defines cool. (edit: ah, beaten to it
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Probably doesn't fit your definition of "cool" at all, but Ginko from Mushishi is cool in his own way. Solves people's problems, leaves behind scores of pining women, dresses like a GQ model in feudal Japan, chain smokes...I mean, how cool can you get
Same goes with Kino from Kino no Tabi.