Samus! No contest, just think about the moody, isolated feeling in Super Metroid. One hero (woman) totally alone facing evil forces in space, trying to save universe and stay alive against all odds. No contest.
Add the fantastic structure of the game, the brilliant gameplay, the great sound and music, suiting graphics and you have what is in my humble opinion the best game eva!
Link is a strong runnerup though. Totally unforgettable in A Lint to the Past and perhaps Nintendo´s most consistant hero in the most consistant series of theirs.