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

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

Kirby - Broly

Wow, this one's a toughie ;-;

1.) Solid Snake (Metal Gear Series): He's had to deal with the most bizzare sh*t ever, been broken, beaten, tortured many times. Even OLD and still kicking ass :D Definately my favorite hero ;)

2.)KOS-MOS (Xenosaga)  Who else got tired of seeing cut-scenes that didn't include this chick :D The woman/android? is a FOX mmm, definately a powerhouse, and supplied some of the funniest/coolest cutscenes seen to that series.

2.) Chrono (Chrono Trigger) Silent protagonist that still showed plenty of character, had some of the most kickass techniques in the whole game, died, resurected, and continued to kick some ass >_@ 

3.)Brad Evans (Wild Arms 2): This guy had it all, huge build, tactical and brilliant mind, supportive yet decisive manorisms, dude was just badass to watch throughout the game.

4.)Kratos (God of War) (Would have scored higher, but I'm not sure if I can really consider him a good guy ._.;;; ) The stuff ledgends are made of, this guy sleeps with 2 chicks at a time weekly, slays gods and mythical beasts, has the coolest cutscenes I've ever seen in a game, probably the manliest/most violent person I've ever seen :D

5.) Mario/Link (duh :D) Well I don't really respect these characters much as hero's simply because there's not much  to them, but they CONSTANTLY battle the forces of evil to save women who never learn :/ And link seemingly never gets :( (that and honestly who didn't think Zelda CDI wasn't the coolest thing ever XD )

1) Link
2) Mario
3) Samus
4) Sam Fisher
5) Johanna Dark

Mario! (Followed by Link)

Leisure Suit Larry

1. Link

2. Jesus

If minor Fire Emblem characters count, I'd say Tormod. If not, I'd say a tie between Ike and Link for looks, although Ike wins in personality.

Link
Leon S. Kennedy (Resident Evil 2 & 4)
James Raynor (StarCraft)
Carl "CJ" Johnson (GTA: San Andreas)
Ryu (Ninja Gaiden)

EDIT:

Gordan Freeman (Half-Life)

Lyn (Fire Emblem 2003) 

just because a guy has nice hair, it doesn't make him emo -_-

and I am going to go w/ Fei Fong Wong from Xenogears. He had a split personality w/ the power to destroy the world, an awesome giant robot, and he kills god. No one can beat that.

and of course Vivi is a close second. He was just a kid, but fought to save the world along w/ everyone else.