A tie between Celes from FFVI and Squall from FFVIII.
Celes because she had some of the greater focus of FFVI placed on her and is one of the only characters to 'grow' in the game. But also because she is one of the few characters in the FF universe to show her feelings and is a character you can relate to. Note: The same thing can be said about Locke, but I like Celes more.
Squall is a lot like Celes, but taken to the next step. True, he starts off a loner who doesn't want to interact with people because he doesn't want to be hurt or lose people. But as the game progresses, he finds this rag-tag group of friends he's been 'forced' to command actually relate to him more than he realized and he discovers the grim reality of losing those people is worse than the 'idea' of losing them. In short, he's one of the few Final Fantasy characters, if the only 'main' Final Fantasy character, who actually goes from being an introvert 'loner' and ends the game as a team leading hero who saves the world. And its that transition that makes him a good character.
Six upcoming games you should look into:
