To the people who have said the companion cube, how the hell does a inanimate object count as a character? Fair enough if you liked the joke (although it has gotten well beond it's use by date around about now) but there's only so far you can drag it out.
The best mute character I have played as has to be the Doom Marine, firstly, he started the idea (Gordan Freeman is just a space marine wannabe) and secondly what other good, human protaganists can you name who have blasted their way through Hell itself on more than three occasions?
The best speaking character I've played as has to be Jack Carver from FarCry (remember when it used to be good, with mutants and super magical feral powers?). For some reason I instantly liked him when I began playing and despite the cruel difficulty of the game and shoddy sneaking gameplay I kept ploughing through the game just to see what would happen to him next.
Also, the mutation he undergoes partway through the game is actually appropriate for the character.
Remember in Area 51 when Ethan Cole changes from being a skeptical science obsessed daddy's boy into a snarling fanged squid man? That's quite a strong contrast (and he can continueously shift between the two). Jack on the other hand is supposed to be a bit of a bastard anyway so making him a brutal, adrenaline fueled psychopath seems rather fitting.