Can I just say 'every character from Mass Effect 1/2'? Because, while they COULD be space-marines form a certain point-of-view, they are all well written, deep, emotional and (for the most part) devoid of terrible cliche.
Seriously; Garrus, Wrex, Ashley and Kaiden are the 'macho'-est characters in the game (excluding some Shepard's, I suppose), and NONE of them are flat, boring charac- fuck you Kaiden.
Okay, Kaiden is pretty lame. But even Ashley is well-written, she's just not as interesting as the other characters.
An in ME2 you have Grunt, Garrus (again), Samara, Jacob, Jack, Legion and Zaeed are the macho's of ME2, and only Jacob is uninteresting and Zaeed, being a DLC character, lacks some of the plot-involved depth of the other characters.
I guess the stock Bioware character set is an example of good western characters.
The Bioshock characters are all good.
My problem with MovieBobs comparison is this; the only western characters he shows are FPS characters (and a sports game), but then shows Japanese characters from every genre out there.
What about Tim (Braid); good depth for a platform-puzzle game.
The Prince (Prince of Persia); same.
Planescape Torment. Beyond Good and Evil. I could go on, but there are a LOT of good, original characters out there in western gaming. The biggest problem is that most of the best characters are difficult to nail down, thanks to the western focus on player control over their characters.