Donkey Kong
Alex
Masterchief
Darth Vader
Harley Quinn (Crazy hot indeed AWK!)

This would be the biggest WTF party of the century!

For my party there would be :

Zack Fair (FF VII)
Lara Croft
Kratos
Mitsuru (Persona3)
Ventus

Zelda
Zero Suit Samus
Miranda
Chloe
and Luigi.
I only invited Luigi to make me look better in front of them.

Samus Aran (looks good AND can tell cool stories about hunting pirates!)
Princess Peach (i simply like her)
Russ (from Dillon's Rolling Western; talkative little guy; Dillon himself would be bad, as he don't talk - a no-go for a party)
Syrenne (from the last story, she can party)
Captain Olimar (with some Pikmin)

Kefka
Wesker
Walter Sullivan
The Joker
Albedo

Kratos(GoW)
Akuma/gouki(SF)
Jinpachi(tekken)
Rugal(Kof)
Shao kahn (MK)

Then see how things unfold.

Kratos - To tell him I love him and just to spend time with the most badass person ever created.
Batman - Get Kratos to make him give me loads of money.
Aphrodite - Sexual intercourse.
Alan Wake - Great after dinner conversation, plus he tells a great story.
Abe (Oddworld) - The best alien ever, every party needs an alien friend.

Nathan Drake - So I can poison his food and kill him, I hate him.

Samus - Though Other M made her less awesome, I still think she is gaming's best female character.
Captain Falcon - It's been too long since the last F-Zero game and I want to know what he's been up to.
Bruce Wayne - I want rich friends.
Nathan Drake - Because I should keep my enemies close, right?
Zelda (Skyward Sword) - No reason. >_>

I would invite a bunch of LOTR characters (from the games). If you mean only characters originating from games not sure if there are any I would really want to invite.

most say kratos but to be honest, i don't believe you would really invite him. i think he's super cool and so  in the games but that's not a guy i want to sit with at dinner in reality. you make a bad joke and he will instantly kill you lol. if kratos would be near you in reality, you would have poo in your pants and wouldn't eat a nice meal with him.