Mario - The original go anywhere, do anything video game character!
I see I'm not first to mention Garrett, the protagonist of the Thief series, as an awesome character. I loved the first Thief, and enjoyed the second, and the last one really made me miss Warren Spector and Looking Glass Studio. We didn't have computer games when I was a kid, and it wasn't until I was in college that I caught the bug (the first game my roommates and I shared was King's Quest III, back in the mighty days of the Hercules graphics adapter: and we had the very cool amber monitor, rather than the usual green). So my choices are from adult experience. My other favorite would have to be Minsc, the dotty warrior in Baldur's Gate. He is the funniest character I've ever run across. You don't play him, but he's a valuable party member, even though he's got an empty slot where he keeps Boo, his invisible giant miniature space hamster. Minsc chatters away from time to time, talking to the air, or the woods, or to Boo. I almost fell out of my chair laughing the first time he announced, "Camaraderie, adventure, and steel on steel. The stuff of legend! Right, Boo?"
Little Mac - Mike Tysons Punch Out Jill Valentine - Resident Evil The guy from Metroid. Ryu - Ninja Gaiden
Two PC gaming characters that stand above the crowd for me are Garrett, from the Thief series, and Splinter Cell's Sam Fisher. There are plenty of other honorable mentions, such as Duke Nukem, of course. Do my WoW characters count? :)
For the new age, these are like milestones. While mario, zelda, wolfenstein are the first samples, for much of the new people they're forgotten. I remember the first wonderful car game lotus running on a 3.5" floppy but now lots of people remembers NFS when you say car game.
What about JC Denton from Deus Ex? There's no denying he was fun to play and the game is still considered one of the best PC games of all time.
That says it all. There are a few on this list that don't really deserve to be here, like Arthur Dent from Hitchhiker's Guide. He's a great book character, but he's not all that relevant as a video game character.
http://www.valkyriestudios.com/scgame.htm Still works on modern systems if you want to try it, but getting the movies to work is a pain, requires Quicktime 4. Newer versions make it go funky and super speedy. Rest of the game works fine.
I lost many a quarter to Dirk the Daring from Dragon's Lair. He was just so dorky looking, and the graphics were amazing for their time. Okay, I'm dating myself but hey.
Pengo, the penguin (c'mon, who doesn't like penguins?) and Q*bert. His "oooOOOOOOOOOoooohh!" when he falls off his cubes still makes me snicker when I think of it.
He jumps, rolls, and fires at the same time ! http://en.wikipedia.org/wiki/File:NES_Metroid.png
"It's time to kick a** or chew bubble gum. And I'm all out of bubble gum..." He had personality. Another favorite of mine no one has heard of, Garrett from the THIEF series. Plenty of personality there. Thief 4 coming soon.
My favorite was Kyle Kataarn from the Jedi Knight series. Except, I did like Max, the bunny. He was the easter egg hidden in the game. I really liked it when he went all crazy and shot up all the bad guys in the bar.
Duke Nukem. Can't beat him for sheer attitude, while always maintaining a sense of humor. I really don't have time for games anymore, but if a new Duke Nukem game came out, I'd find time.
All time has to be Max Payne (can't wait for the new one for PS3, out in Oct. they say)lately, I'm really liking Cole from Infamous. Excellent game!
I played every PC expansion pack / map I could get my hands on and the Playstation games as well. I would have paid serious coin to watch Bruce Campbell in a live action Duke movie back in those days (hmmm, as long as the movie wasn't directed by Uwe!)
Samus is a female, and was the first (non-human) woman that I loved, especially if you beat Super Metroid in less than 3 hours!