Niko Bellic.

Because he's hilarious.

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Fenris from Dragon Age 2 because he is smexy, has a smexy voice, weilds huge swords/hammers, and is an elf. What more could a girl want~? Oh and Jhon from Red Dead Redemption~.

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.

Spyro from "The Legend of Spyro" trilogy. He controls fire, ice, lightning, earth, can stop time, controls the "fury" element that destroys everything it touches, and can create an ENTIRE PLANET!

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

Gordon Freeman and Sir Daniel Fortesque hands down.

Sephiroth and he isn't even playable.

JC Denton from Deus Ex
Gillian Seed from Snatcher

Eri from Metal Slug.

Nathan Drake (Because of the epic animation and lovable personality breathed into him by the talented Nolan North) closely followed by Commander Shepard (For me atleast. He may have a rigid personality but whenever he responds to someone it feels like 'I' am replying rather a 3D character because of the epic script; the choice for words, the tone of voice, everything.)

Roxas from KH.

Ada Wong for being one of the only Resident Evil characters to show a drop of emotion, and Dimentio from Paper Mario for being an all-around badass with similes.

Isaac Clarke from Dead Space, Leon S. Kennedy from Resident Evil, Shadow the Hedgehog, Ratchet from Ratchet and Clank, and Master Chief from Halo~ X3

Sonic, Mario,Solid Snake,Dante, Shodan,Gillian Seed,Crash, Kratos,Ryu and Gordon Freeman.

Drake from Uncharted and Sonic..

Kazuya Mishima - Tekken
Guy - Final Fight/Street Fighter
Rikimaru - Tenchu
Ukyo - Samurai Showdown

I think Solid Snake rates highly on my list.