jak and daxter (both), it was a great series, they both were foils with eachother which is why they got together well. they were funny, you could connect with them, and they were just well developed characters in the making. I hope naughty dog accually makes another jak and daxter game for the ps3 after they make uncharted 3.
I expected to see more of this, but I'd say the greatest of the Spartan II's. The great Master Chief Petty Officer John 117. I'm just really into the lore of Halo, even the books. That's why the best characters out of all the game franchise's come from the Halo universe. And for God's sake, Mario killed some mushroom people, and some litte Koopa Troopas. The Chief took down, let's see, Brutes, Grunts, Hunters, Drones, Jackals, and i suppose Elites, that's 6 alien races, and the Flood which is worse than necromorphs! Speaking of which, Isaac Clark is still awesome.
My favourite character is the Nameless One from Planescape: Torment. I could go on endlessly as to why he is my favourite but I guess you have to play the game to appreciate the extreme character depth and character driven story.