I'm guessing it counts if they are in your party and you can control them. Oka then:
1) Nameless Protagonist of Persona 3/Persona 3 fes (his name in the anime is Minato Arisato).
He gets to use all the Personae, and can use any weapon set, as well as gets the skill links. This means you could design a full on SP sweeping force, or a life draining tank, or a supporter or all around player.
2) Yukiko Amagi of Persona 4
I think she's my favorite team mate out of all the Persona games, cause she's a SP attacker, a great supporter, and all around awesome. She's a constant party member.
3) Aya Brea of Parasite Eve
Its nice to see a female Protagonist that isnt sex appeal, is dimensional and actually has a sense of being more then eye candy.
4) The Javelin Robo of Custom Robo (GC)
I dontk now why really, I just really like it. Its one of those little obscure games (at least in the states) that was on the Game cube, but I really enjoyed it. And the Javelin Robo was amazing. With it, Satelite pods, flame gun, and wall bomb, I was unstoppable.
5) The Camera Man of Michigan: Report for Hell
This is probably an iffy thing, since its a survival Horror game, but there's choice mechanics in the game that could make it an RPG. I just liked it for its difference really.