I gotta mirror previous comments and say there is no perfect protagonist, just perfect protagonists.
I like confident, capable people who are outside the norms of what we usually see, and are interesting.
I.E.
John Marston of Dead Redemption
Fem Shep of Mass Effect
Bayonetta from the game of the same name
Lee Everett from The Walking Dead
Boss from the Saints Row series
Ruby from Wet
Nariko from Heavenly Sword
The protagonists from Tenchu are pretty awesome. Rikimaru got mo-capped by Sho Kosugi. Onikage by Kane Kosugi.
I'd say Elder Scrolls, and the Fallout protagonists but they're a bit too malleable, but the games they are in are nice, and they fit certain moods.
That's a brief list.
They don't have to be morally upright, or perfect. I like some spice in my chracter.
Heck their flaw could be that they're Maru Sue/Gary Stu.
I'd like to play as a modern Catburglar, like Catwoman. Comic Version, not Hallie Berry. An Anti-hero/anti-villain. Skulking, parkouring, defeating alarm systems, infiltrating, acrobatics, hanging offa ceilings, maybe use a cat now and then, and of courrse run from the cops, and/or batman.

Hopefully she'll have a better traversal system than she did in Arkham City. I was kinda dissapointed in the lack of thievery and the brevity of her story in that game.
I'd really love a good Gotham City Sirens (A comic series that starred a team up of Catwoman, Poison Ivy, and Harley Quinn) game, though I'm not sure how it'd get pulled off.
I'd not mind female protagonists who are sexy, and know it, and own it like Bayonetta, but not her. Like more protagonists like that. Not afraid to use sexuality as a tool, but you don't have to get super trashy unless you want to, to get things done. Maybe some Lesbian/bi characters in the same vein.
'm not always in a prim, and proper mood.
I have a preferrence (not set in stone, or absolute) for female protagonists.