I am sorry, but i don't really consider a rpg character a character in the strictest sense of the word. They are nothing more than an effigy; a representation of the player, comparable to a puppet. The person in the game tends not to have an actual personality at all.
As for my favorites:
bill from l4d
solid snake
gouldoth half-dead from heroes of might and magic 4
clank from ratchet and clank
and, of course, the man that truly has balls of steel
duke nukem himself.