i guess Master Chief from Halo

Wheatly from portal 2

Gordon Freeman, Boyd Cooper from Psychonauts and "N" from Pokemon B/W

i really liked alan wake

Caleb from Blood(1997)

I can only think of my recent favorite characters at the moment, which are Vaas from FC3 and Haytham Kenway from AC3. Vaas has become one of my favorite villains, and Haytham Kenway's dynamic with his son was basically the highlight of AC3 for me.

Solid Snake ~ Metal Gear

Single favorite character for dialogue and the way he acts: Geralt of Rivia.

the military advisor from Civilization 2 :D

Alan wake and that guy from First Samurai.

Augustus Cole from Gears of War.

Artyom from Metro 2033 and Last Light

Companion Cube <3

Yusuf Amir from GTA 4-The Ballad of Gay Tony :D

Vernon from Psychonauts

Lanselot Tartaros from Ogre Batte Saga.

Adam Jensen from Deus Ex:Human Revolution
or
Siegmeyer of Catarina from Dark Souls

Zero from Megaman X, because "shut up, you are a maverick".

Samus Aran, Badassest character ever.

Dante From Devil May Cry(the real one).

Rayne, from BloodRayne

Edmund Duke, Jim Raynor, Arcturus Mengsk, Sarah Kerrigan, Overmind, Zasz, Daggoth, Tassadar, Aldaris, Fenix, Zeratul, Artanis, Raszagal, Alexei Stukov, Gerard DuGalle and Samir Duran from Starcraft and Starcraft: Brood War (in order of appearance). :-)

Ezio Auditore da Firenze

Error from Zelda II: The Adventure of Link

Adam Jensen

Megaman/X.

Lara Croft from the latest Tomb Raider, enough said

Carl Johnson, Cave Johnson, Herobrine