What Roman military hero do you admire most?

[M. Caecilius]

I'm still cheering for Sertorius, and his hart, so it may be counterproductive to add more people to the list, but here we go.

One way to find heroes by the casket-load would be to look at the Roman republican coinage. Brilliant ancestors got commemorated quite often - Sergius Silus, who fought despite having lost an arm; Numonius Vaala, who apparently became famous for storming an enemy camp, but whose actual tale got lost apart from a rare coin issue, Postumius Albinus, who threw the standards into the enemy to encourage his troops to charge at Lake Regillus, one member of the gens Aemilia, who killed an enemy and won the civic crown for saving a citizen when aged a mere fifteen years, Mn Aquillius, who ended the Second Servile War, was accused later on of maladministration, and got off when his defense-lawyers exposed his war wounds... etc.

You might also find inspiration in the tales of the mythical past, if historical existence is not a necessary factor. Romulus himself, the Horatius of the famous triplets, the later Horatius at the Bridge, (those two were already mentioned) etc.

When Scipio promised the Mural Crown to the first person to climb over the walls of Carthago Nova, two people presented themselves: the centurion Q. Trebellius and the marine C. Laelius, each supported by their units, which threatened to have their own personal war over the matter. Scipio awarded the Crown to both.

If you want to go with the "being killed... shortly after or during victory", as has been suggested above:

Publius Decius Mus: The father and the son by the same name died after "devoting" themselves to the gods. Essentially, in a devotio a general would offer himself and all his kills in the enemy ranks as a sacrifice to the gods in return for victory, the father at the Battle of Vesuvius (340 B.C.), the son at Sentium (295 B.C.).

Then there were the soldiers who picked up the shields of the enemy unit during a civil war and cut down an enemy engine which was creating havoc in their lines, before being killed themselves.