Link, just because. Vincent Valentine, because I become all fangirly about him... and I'm a guy. Zack Fair, because they ate his hair. Fawful, from the Mario & Luigi series, because he is the most quotable character of all time. Luigi, because he's better than Mario. GLaDOS, because I'm a potato.
Coco Bandicoot (Crash Bandicoot) Crash Bandicoot (Crash Bandicoot) Strider Hiryu (Strider) Bowser (Super Mario Bros.) Dr. Ivo "Eggman" Robotnik (Sonic the Hedgehog) Sonic the Hedgehog (Sonic the Hedgehog) Guile (Street Fighter) Kyle Hyde (Hotel Dusk: Room 215) Victor von Gerdenheim (Darkstalkers) Dr. Neo Cortex (Crash Bandicoot)
Those are probably my favorites, in that order from favorite to least favorite. There is an absolute laundry list of video game characters I am a great fan of (quite a few, like Sir Dan and Ridley, having been mentioned), those are simply the really really big ones.
You don't wanna mess with Kratos (God of War) O_O His anger and determination in destroying the gods/goddesses really what made to one of my favorites. Apart from this is Lara Croft or Vincent Valentine