Cynical out of all of these, Dorky being 2nd place. Some of my favorites include Kyle Katarn, Ryudo (Grandia 2), Darill (Front Mission 4) and Tidus. Not entirely suited for the task at hand but they take obstacles as they arise ensue and are overcome in good, if sarcastic, graces. And of course I'd love a properly done VG version of Captain Jack.
There's a large place for Silent Protagonist self-insertion too, but true characters are what make good movies so endearing.