Well Naru from Ghost Hunt is a very confident character and usually has everything under control and knows what to do. There were only few slips on his part. That's mystery show.
Onizuka from GTO always does a lot of crazy stuff but is always confident about what he is doing even if it is totally insane. It is a comedy show though.
Another comedy is Kami nomi zo Shiru Sekai where the main character is Keima and who also is always very comfident in what he is doing and seems to have everything under control. It is more of a comedy/romance show.
That's all I can come up with for now. Sadly they are not action shows, for which you are mostly looking forward.
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