I'd have to say Nicko Bellic, Dimitri, or Packie please no spoilers.

for me it's tommy vercetti, the guy was complete badass! niko is awesome too, he was very realistic, but i found tommy's character to be more entertaining...i also like salvatore leonne, and cj from san andreas

Tommy Vercetti.

Also, Brucie Kibbutz, Lance Vance, Jenny Louise Crab, and the boys of Love Fist.

The Mute. By far the greatest and looked the coolest.

Tommy Vercetti with out a doubt there is a lot of Tony Montana influence in the character of Tommy

That one guy in Vice City.

The Quiet one

Tommy Vercetti voiced by the great Ray Liotta.

He had charisma, humour, could be a badass when needed to be but also had morals and compassion based on the situation.

From Vice City: Delores, for being voiced by Debbie Harry.

From San Andreas: Madd Dogg, Jizzy B., Zero, and Woozie.

From Chinatown Wars: Wade Heston.

My favorite might have to be Madd Dogg. And the best line ever is when you set a car on fire in San Andreas while Big Smoke is riding shotgun, and he says "Shit CJ, we on fire!"

I like the mute too.