One more name to blow you all away, not a character, but a man with a huge foot in the world of games.
He is Cliff Bleszinski; Design director at EPIC games, developer of Gears of War and the Unreal engine. On top of having an awesome name and ruling an awesome company, he's GORGEOUS.
^LOOK AT THIS MAN AND STARE IN AWE AT HIS GORGEOUS-NESS!!!
I can top that: Lucien Lachance (TESIV:Oblivion) Oh, and speaking of the Dark Brotherhood: Vicente Valtieri, a vampire in the same game. And many more names in TES series, xNightwish pointed out very good ones already. I might add Peryite to the list. I always liked that name.
One from Jak&DaxterII: Baron Praxis
From Supreme Commander: Dr. Brackman, leader of the Cybrans
Nearly no one stated a FF character yet, so to do the honors... Squall Leonheart from FF VIII. Eden (it's not a character, but still a name) from FF VIII. Dagger from FF IX. Zero from Rockman X series. And Dante From DMC series. To name a few.
I think is 'NightWing' very original and interesting character name. I got it from a friend on Battlefield Heroes : http://www.battlefieldheroes.com/en/