I'm from Luxembourg. Which is, in fact, rather small...so my choice is somewhat limited. Nomnetheless, I found some people:
the good ones:
Claus Cito. He created this beautiful statue called "Gelle Fra" ("The Golden Woman") which is situated in Luxembourg-City and symbolizes our independance.
Robert Schuman. Well, in fact, he was French, but he was born in Luxembourg. He is one of the intellectual fathers of the European Union.
Can't think of anyone else right now. More later. Maybe.