Can't choose just one.
No specific order
Glados - Portal
Wheatly - Portal 2
Vaas - Far Cry 3
Marcus Fenix - Gears of War
Nathan Drake - Uncharted
Solid/Old Snake - Metal gear Solid
EDIT: Oh and i forgot the best character in history. no argueing, it's a fact. The Chicken in Fable 3 Nicknamed "Chicken!"