Well... in terms of depth and just genrally being original most video game character are lame as they're generally very one dimensional:
Master Chief? lame
Marcus Fenix? lame
Lara Croft? lame (although the models and Angelina Jolie are hot)
The Prince? lame
Most Final Fantasy characters? generic and lame
Duke Nukem? funny, perverted, but still lame
Nathan Drake? interesting and funny, but fairly generic
Every character in Resident Evil? lame
If you want an interesting character play Planescape Torment or a Bioware game.