Whenever this discussion pops up, I always bring up the same example:
Meet Ike, the protagonist from Fire Emblem: Path of Radiance and Fire Emblem: Radiant Dawn (you may have also seen him in Super Smash Bros. Brawl). Ike is the son of a mercenary captain named Greil. Greil and company work out of the country of Crimea, taking odd jobs to run off bandits and such. One day, things go down hard and the neighbouring country of Daein invades Crimea. The company has to flee the country, escorting the princess of Crimea along the way. Ike eventually assumes control of the Greil Mercenaries, then goes on to help the princess lead an army to retake Crimea.
Ike is unique among the protagonists of the Fire Emblem series for two reasons. First, he is just a normal person. Every other main character is a lord or prince of some sort, while Ike is a commoner, the son of a mercenary captain. But while this is interesting from a series continuity point of view, it isn't as interesting as the second item.
The second unique thing about Ike is his romance options. Normally, FE protagonists have at least one love interest, if not several. Marth has Caeda, Sigurd has Diadora, and Celice, Leaf, Roy, Eliwood, Hector, and Ephraim all have a variety of willing women, while Lyn and Eirika have their choices of men. All of these mentioned romances are legitimately and explicitly romances, with lines like, "I'm falling for you," or, "When this is over, let's stay together," being used frequently.
Ike has two choices for 'pairings': a mage named Soren and a lyncanthrope named Ranulf. What do these two lucky people have in common? They're both male.
Now, Ike's 'romance' with these two isn't really a typical 'romance', but rather they are extremely close friendships that result in a lifelong partnership. If you get the full supports between Ike and either of these two gentlemen, the pair ride off together after the end of the second game to continue travelling together. Soren and Ike also have a very touching scene in Radiant Dawn that further supports the notion of Ike being gay (and outright confirms that Soren sees Ike as more than just a friend). So, while it's never explicitly stated that Ike is gay, there are very strong implications towards this.
But what I found most interesting about Ike's homosexuality, perceived or otherwise, is that it feels like it's a part of his character naturally, rather than being a separate facet of it. One of Ike's defining characteristics is his ability to be unbiased and non-judgmental when he deals with people. To him, a person is a person, regardless of race, gender, or social stature.It ultimately doesn't matter that Soren and Ranulf aren't female, because their gender isn't what drew them and Ike together. Thus, the logical progression for that train of thought is in the end, as cheesy as it sounds, that love is love, regardless of the people involved.
Even if you don't buy that Ike is gay, you can then take the position that he's good example of a truly asexual character - but that's a discussion for another time.
So, while Fire Emblem is rather notorious for having one-note characters, in this particular instance Intelligent Systems did a really good job of creating a unique, complex character.