I have four for now.
Link: He has one of the most memorable stories in the games. And how could you not like The Legend of Zelda?
Solid Snake: Dodges bullets, does the impossible, finishes his missions. And he kicks @$$.
Grey Fox: Another character from Metal Gear Solid: The Twin Snakes. An awesome ninja, even though he died, he looked really cool.
Sephiroth: Has a bad@$$ sword, and can swing it really fast.
Credit for Sig & Avy goes to Yogi_Bear