I think one of my all-time favorites still has to be the embodiment of courage himself, Link.
Other awesomeness
Solid Snake (how badass can one man get)
Ryu Hayabusa (mad skills)
Gordon Freeman (reason why you don't piss off geeks)
Kyle Katarn (the Jedi Knight himself)
The Bard from Bard's Tale (he was out to get money and chics through general dishonesty, great guy)
Raziel (nothing drives an undead, animated corpse former vampire like good old fashioned revenge!)
totally almost forgot
Alucard and any Belmont. I totally love vampire hunting, it's a hobby.