I really connected with the Rookie in ODST. That has to be the most emotional game in the series. Bungie did a good job in making sure you really felt like you were dropped in a 60,000 by 60,000 feet sandbox alone, left with only clues that helps you escape, but you must worry about the wandering posionous scorpions.
Okay, bad example. But seriously, I could just imagine myself being the Rookie, alone, and having to wander about the fate of his squadmates as he finds clues.
But I don't know why you guys are saying Gordon Freeman. I really couldn't connect with him, at all.
(But yes, Gordon is still hardcore)