I've always seemed to like Emilie De Rochefort (Aka Lili) from Tekken.

and also

Cassandra from Soul Calibur 4. I like my fighting games.

Megaman X :D

Sonic and The old toad from naruto

My favourite character is Nathan Drake, I think Naughty Dog have done a superb job of making him feel human and making him such a fun character to play as plus the backing cast is superb which really helps explore Nate's character.

Albert Wesker from Resident Evil

For me its definitely a tie between Cless from Tales Of Phantasia or Kyle from Tales Of Destiny 2

I think Luke Von Fabre was pretty beastly in tales of the abyss.

I agree especially when he has two different Cut-Ins for the same Hi-Ougi

No Chrono Trigger?!
 

Lucca from Chrono Trigger, of games I've played.

Rikku from FF X-2 would be a runner up.

mine is Fei Fong Wong from Xenogears,,
a really complicated character with multi personality. .