Gelling agents closest to normal gelatin that set at room temperature
There are lots of hydrocolloids, all with their own characteristics. To achieve the characteristics of gelatin you'll probably want to use a system that combines multiple hydrocolloids to take advantage of their synergies (as mentioned by @sourd'oh). Gelatin's hard to beat when it comes to flavor release.

A gelatin substitute system can be created by combining a relatively brittle gelling agent with gums to modify the texture. For example, use agar, a carageenan, an alginate, or gellan as your gelling agent, and locust bean gum(LBG) (and optionally xanthan gum) to modify the texture. This Gelatin Replacement [patent] by CP Kelco (hydrocolloid manufacturers/specialists) should be useful for you, it describes a system of an alginate, LBG and xanthan gum. It also discusses previous patents for other gelatin substitutes that you might find useful. One such alternative is the patent Low-Acyl Gellan Gum Blends [patent] that describes a system of gellan, LBG and xanthan gum.

The article Gelatin and its Hydrocolloid Alternatives describes various approaches to reproducing the characteristics of gelatin. The alternatives covered are: pectin mixtures, modified starch/wheat fiber, high-acyl gellan, and carageenans.

Here's some nice info on LBG. In particular it mentions the use of a 60/40 combination of kappa carageenan/LBG as a gelatin replacement. It also mentions the combination of agar and LBG, and the synergistic relationship between LBG and xanthan gum.

For more info on hydrocolloids:


Dave Arnold's Cooking Issues Blog and Podcast, he talks a lot about hydrocolloids, and his Hydrocolloids Primer is really good. You can also ask him questions on Twitter.
Martin Lersch's Khymos blog has his free ebook Texture: A Hydrocolloid Recipe Collection, it's awesome.
I've also heard good things about Andrew Hoefler's book, Hydrocolloids: Practical Guides for the Food Industry from Eagan Press, if you really want to get into it.
TIC Gums (another hydrocolloid manufacturer/specialist) also has a phone hotline for hydrocolloid advice, the phone number is listed on their website.