Brigadier Gerard, from the short stories by Sir Arthur Conan Doyle. Gerard is the bravest, most dashing, most romantic, chivalrous, valiant soldier of the Napoleonic Wars, and he's always eager to let you know it, because he's the most honest, too.
Doyle is, of course, best remembered for creating Sherlock Holmes, but some of his other characters - Professor Challenger, Sir Nigel, etc - are just as compelling, and self-aggrandizing raconteur is very high up on the list, because jeez louise, the stories are REALLY funny. Also good action/adventure, but really funny.
He seesaws between the 2nd and 3rd Hussars and doesn't make Brigadier until he's back in the 2nd, I think, but I have him in a 3rd uniform here at BG rank because it's a uniform better suited to his pomposity. Poetic license and all.