I'm assuming that this is restricted to heroes that you actually play as (not NPCs, sidekicks, etc)... these are the ones I've always liked.
Playstation:
Kazuya Mishima - Tekken
Kratos - God of War
Dante - Devil May Cry
Chris Redfield - Resident Evil
Young Warrior - Shadow of the Collosus & ICO
Leon - FFVIII
Manny Calavera - Grim Fandango
James Raynor - Starcraft
The Hacker - System Shock
J.C. Denton - Deus Ex
Xbox:
Raven - Knights of the Old Republic
Marcus Fenix - Gears of War
Sam Fisher - Splinter Cell
Nintendo:
Kid Icarus - Kid Icarus
Simon Belmont - Castlevania
Samus - Metroid
Sega:
Stryder - Stryder







