Most of the good ones have been mentioned. Samus, Boss from Saints Row (my favourite is Russian accented Boss from SR3), Clementine from The Walking Dead, Femshep.
One that springs to mind is Maya Amano from Persona 2: Eternal Punishment. That is kind of a cheat though. I loved her in Persona 2: Innocent Sin where she was not the protagonist, but then in Eternal Punishment she became the (almost) silent protagonist and lost most of her personality.
I also really liked playing as Elizabeth in Bioshock: Infinite - Burial at Sea.
One that springs to mind is Maya Amano from Persona 2: Eternal Punishment. That is kind of a cheat though. I loved her in Persona 2: Innocent Sin where she was not the protagonist, but then in Eternal Punishment she became the (almost) silent protagonist and lost most of her personality.
I also really liked playing as Elizabeth in Bioshock: Infinite - Burial at Sea.