I get why it's in the video games section, what with X-Men Legends and Marvel Ultimate Alliance. But this would be a section better put in the 'Popular Media' section, in my opinion at least.
But to answer the question I happen to think the coolest superhero in Marvel is: Dr. Strange (He's the Sorcerer Supreme (or was), capable of incredible magic and the one man war against the supernatural forces trying to push into Earth 616's reality. How is that NOT cool?) Nick Fury (Head of SHIELD (former), Leader of the Howling Commandos and one of the few humans who can look down on every single superhero in the Marvel univese. And THEN ask said hero to work for him with almost 100% agreement. He just radiates awesome)