This is definitely a tough question. As far as named RPG characters, I think being Jade Curtis from Tales of the Abyss would be awesome. That's kind of how I want to be when I'm thirty years old. Awesome, smart, and super sarcastic.
For the characters with customizable names, I'd say that Michael from Pokemon XD: Gale of Darkness probably has a good life. He even starts with an Eevee and also a cool sister. Oddly enough, I use my first name for main series Pokemon games, but I prefer using the name "Xavier" for other games.
I would probably have to go with either of these three:
War from Darksiders, because he is one of the horsemen of the apocalypse. He spends his days killing off demons and fighting satan like it's another day at the office.
Dante from Dante's Inferno, because he literally went to hell and back and lived to tell the tale. He killed satan (hating on satan for some reason today,) and rescued that hottie beatrice.
Or...
The Dovahkiin/Dragonborn from Skyrim. A classic tale of the Chosen one, whose destiny is to kill the giant evil dragon- god Alduin (an allegory to satan, lol!) He gets awesome powers through using his voice, and his a skilled warrior and mage (depending on how you play). He also eats dragon's souls for breakfast.
