Bastilla from KotOR - For some reason I just really loved her, especially pissing her off by being all dark-sidey. And she was quite hot.
U-1 from Gitaroo Man - Great Gitarooist, uses his skill to woo the ladies, and looks friggin' awesome when he becomes the Legendary Gitaroo Man.
Solid Snake - Obvious reasons
Vyse from Skies of Arcadia - He was a happy protagonist, and I like that. He loved the adventure and jumping to the rescue. I liked his design as well.
Then there's the usual Link, Mario, Sonic love.
Plus I have a thing for horses. Epona springs immediately to mind, as does Agro from Shadow of the Colossus.
I nearly bloody cried when he didn't make it across that bridge