A few come to mind; Lu Bu, Guan Yu, Altair, Ezio, Sam Fisher, James Bond, and Solid Snake. If you haven't played the games they are in you are missing out.
Going with ike from FIRE EMBLEM. Or gibli son of gloim is pritty boss. But then there's captains shepherd and Kurt or Chris redfield all battling it out for awesome-news.
there really isn't just one great character but some of them are Link from legend of zelda Sonic and Shadow from shadow the hedgehog Master Chief of course and Shepard from Mass effect