Male:
The Prince: I'll take either his The Sands of Time or his The Two Thrones character, but the Warrior Within and The Forgotten Sands variants are nowhere near as good. In both cases, he starts off with an immature notion that he is slowly forced to realize is wrong. At some point, he has a realization of the true nature of what he is searching for. The only real difference is that in The Sands of Time he is a little more childish and fun-loving, but he is more serious and adult-like in The Two Thrones.
Shulk (Xenoblade Chronicles): I see way too much of myself in Shulk. A geek who has trouble getting out and communicating with people but who also enjoys the company of his friends and is often a little too kind towards others, which often leads him to worrying a lot about what others think of him and carrying his and everyone else's burdens as well. He also has trouble accepting his friends' attempts to help him deal with his problems. Ultimately, it was very easy to identify with Shulk, and after spending 150 hours playing his game, it is sort of hard not to love him more than a vast majority of characters.
Yuri (Tales of Vesperia): Really, I just liked his incredibly snarky, sarcastic personality coupled with his more mature side that often took responsibility for his actions. He also has quite a bit of character development and noticeably struggles with questions regarding killing and taking the law into your own hands. He never answers all his questions, but he lives by the concept of taking responsibility, particularly later in the series, making him rather strong behind his less stable and more sarcastic sides. He also helps the people around him grow quite a bit.
Female:
Farah: She sort of acts as The Prince's good conscious in both The Sands of Time and The Two Thrones (especially the latter), and her presence, her arguments, and The Prince's love for her are the catalyst to his realizations of truth in both games. She also has a rather strong and independent personality that goes tremendously well with The Prince's own rather strong and independent personality. The two also often find themselves helping and being helped by each other, not just in the story, but in the gameplay as well (particularly in The Sands of Time). As a side character, part of my love for her does develop from how she relates to The Prince (a relationship simply unmatched in gaming), but I still find her to be a decently good character in her own regards.
Yeah, I really can't compare any other female characters to Farah the same way I compared the male characters, so I'll just leave her as the only one.