Nero from DMC4
While Dante still gets my vote for "Most awesome video game character of all time", i just liked the Nero character:
-He wasn't in to make a buck, just protect the woman he loved
-His Devil Bringer added a whole new dynamic to the already epic combat in the DMC franchise (as did the "reving up" of his sword i s'pose, but i couldn't get that to work right)
-There was enough mystery surrounding what his link was to the Sparda bloodline (the white hair, his connection with Yamato) that they could have told a great story with him if they'd stuck with it instead of this Gorram reboot!
so...yeah...that's my pick...although i have a few more...