Jouanolou's trick has been extended to schemes with an "ample family of line bundles" by Thomason; see Weibel: Homotopy Algebraic K-theory, Proposition 4.4. This includes all smooth varieties and more generally all varieties with torsion local class groups. However, there exist (positive dimensional) proper varieties with no non-trivial line bundles on them; it seems possible that on such varieties there are no affine bundles with affine total space.
The answer to the question as it is stated is that there is probably no "largest" class of spaces for which the Euler characteristic makes sense.
The answer also depends on where you would like the Euler characteristic to take values. Here is the tautological answer (admittedly not a very exciting one): if you have a category $C$ of spaces closed under taking cones and cylinders, then there is the universal Euler characteristic for that category: just take the free abelian group $K(C)$ that has a generator $[X]$ for each $X\in C$ and quotient it by the span of $[X]+[Cone(f)]-[Y]$ for all $X,Y\in C$ and any morphism $f:X\to Y$ in $C$. The Euler characteristic of any $X$ in $C$ is set to be $[X]$. (There may be variations and/or generalizations of this approach.)
The group $K(C)$ is complicated in general but for some choices of $C$ it has interesting quotients. This can happen e.g. when $C$ admits a good "cohomology-like" functor. For example if $C$ is the category of spaces with finitely generated integral homology groups then $K(C)$ maps to $\mathbf{Z}$ and this gives the usual Euler characteristic. If one takes $C$ to be formed by spaces that admit a finite cover with finitely generated integral homology groups (typical examples are the classifying spaces of $SL_2(\mathbf{Z})$ and more generally of mapping class groups), then $K(C)$ does not map to $\mathbf{Z}$ any more, but it maps to $\mathbf{Q}$. This gives the rational Euler characteristic.
Finally, let me address the last remark by Dmitri. For some categories the group $K(C)$ maps to $\mathbf{Z}$ in several different ways. Let us take e.g. $C$ to be the category formed by spaces whose one-point compactification is a finite CW-complex (with proper maps as morphisms). Then there are (at least) two characteristics; one is obtained using the ordinary cohomology and another one comes from the Borel-Moore homology. On complex algebraic varieties both agree. But the Borel-Moore Euler characteristic of an open $n$-ball is $(-1)^n$.
Here is the answer to the second question: suppose $Y$ is a locally closed subspace of a locally compact space $X$ such that $X,Y,\bar Y,\bar Y\setminus Y, X\setminus\bar Y$ and $X\setminus Y$ are of the form "a finite CW-complex minus a point". Then $\chi(Y)+\chi(X\setminus Y)=\chi(X)$ where $\chi$ is the Euler characteristic computed using the Borel-Moore homology.
The case when $Y$ is closed follows from the Borel-Moore homology long exact sequence. In general we can write $\chi(X)=\chi(X\setminus\bar Y)+\chi(\bar Y)=\chi(X\setminus\bar Y)+\chi(\bar Y\setminus Y)+\chi(Y)$. In the last sum the sum of the first two terms gives $\chi(X\setminus Y)$ since $X\setminus\bar Y$ is open in $X\setminus Y$.
Best Answer
The Lojasiewicz theorem says that every semi-algebraic subset of $\mathbf{R}^n$ can be triangulated. Moreover, there is a similar statement for pairs of the form (a semi-algebraic set, a closed subset). See e.g. Hironaka, Triangulations of algebraic sets, Arcata proceedings 1974 and references therein (including the original paper by Lojasiewicz).
The case of an arbitrary (not necessarily quasi-projective) complex algebraic variety follows from Nagata's theorem (every variety can be completed) and Chow's lemma (every complete variety can be blown up to a projective one).