I'm not sure if I can figure out my favorite character, so I'll just list a few
Ghirahim (The Legend of Zelda): An amazing villain. He's so creepy but there's just that bit of charm that perfects the image. Plus, he's kind of efficient and cruel, plus points for a villain.
Alternis Dim (Bravely Default): I like his personality. Also that armor is magnificent.
Ephraim (Fire Emblem): HE'S TOO AMAZING JUST LOOK AT HIM CRIT AND HIS WEAPONS ARE SO GOOD *passes out with froth on the mouth*
Soraka (League of Legends): No one expects the banana
N (Pokemon): Way too cute, an antagonist that cares, need I say more?
Grovyle (Pokemon Mystery Dungeon): You all know why. Grovyle is one of the best written characters of the Pokemon series since it started, even though he's only in a spin-off.
Roxas (Kingdom Hearts): I haven't played too much of Kingdom Hearts, but from what I've played I know that Roxas is one hell of a great character. I like him more than Sora, actually.
Blaze the Cat (Sonic): I like fire and I like cats.
Sly Cooper (Sly Cooper): His suave and calm attitude, with the occasional witty remark, is amazing.
Captain Qwark (Ratchet & Clank): Not too good in most of the games, but in the third one he has a lot of amazing optional lines that crack me up. There's also comments made by other characters that make it even better.
Apparently I was lying when I said "a few"
Editing a few in
Kay Faraday (Ace Attorney Investigations): The Great Thief, she's so upbeat, funny, but has such a sad past. Like all Ace Attorney characters, kind of.