I always have a little mental battle with myself over what constitutes a celebrity and this is really a debate in itself, but I think you touched upon it your initial post by mentioning 'celebrity' and 'famous people' in the same sentence when talking about how boring modern celebrities are - this is mostly because they are simply just 'famous people', well-known people....
The term 'celebrity' I presume comes from 'celebration', so a celebrity really should have done/achieved something that deserves to be celebrated - unfortunately, many famous people these days are not famous for achieving, they are just famous for controversy or for being a bit mad in some reality show, or famous for simply doing their job in the public domain eg politicians, newsreaders.
I digress...as usual...
To answer your question, I always cite John McEnroe at times like this. I find him engaging, humorous, knowledgeable, convincing, well-researched and also willing to present something new and at times of course controversial.
David Bowie.
One individual that I sometimes look for on Youtube is Douglas Murray, a fairly young UK commentator on current affairs and politics who often speaks on issues surrounding religion, terrorism and International affairs - he always holds my attention, both in one-to-one interviews as well as panel shows, because he is so passionate and self-assured of his own beliefs that it's easy to just assume that he is 100% correct.
I also love his intolerance and dismissal of ignorant people and the way he goes about exposing and correcting the ludicrousy of their opinions.....if you know what I mean - the decent sort of people who are strongly interested and passionate and want to have their say, but ultimately are lacking the knowledge to back up/justify their statements
Another example that sticks in my mind is the UK newsreader Kate Adie, former chief correspondent at the BBC who had been to all sorts of war zones and came to speak at my school when I was around 18 years old. She had a real effect on our group of 150 boys, many of whom would have not known who she was, but paid total attention throughout because of the way she carried herself, the candid way she spoke with confidence and refreshing informality about very serious matters. She also inspired me to really go for whatever it was I wanted to go for. She spoke a lot about how the good and bad experiences in life are equally meaningful and positive and about how you can actually enjoy the moments where you feel really sad - it's an emotion that you should embrace as it will make you stronger and more well-rounded.
Another way I've recently been discovering the personalities of celebrities a bit more is through some of their speeches at awards ceremonies. My favourite is the one I've linked to below, by Ruth Gordon for her role in Rosemary's Baby, a role that came very late in her career, but was actually one of her first serious award nominations - I love the refined speech, totally in control of the audience - humour, class and a very slight air of "I bloody well deserve this, job done!".
https://www.youtube.com/watch?v=oxsLNhH0yjA
I also like chat shows where you have 2 or 3 equally brilliant (but very different) people thrust together on a sofa in front of an audience and a presenter - I cant think of any examples now.
It's worth mentioning the Martin Bashir interviews with Diana, Princess of Wales and Michael Jackson - the role of the interviewer getting the best out of the interviewee should not be underrated.
And who can forget Boris Johnson and a perplexed Paxman in this:
https://www.youtube.com/watch?v=YPWFrl4e7l4
Cheers
TTG