Even with all the stress that is put on him/her, I would be Commander Shepard from the Mass Effect franchise. This character is really anyone you want them to be. And he/she kicks some serious *** :P
I'd be Ike from Fire Emblem: Radiant Dawn and Fire Emblem: Path of Radiance. His story is tragic, yet bold. As well as commanding from a force of mercenaries to a liberation army sounds like a fascinating idea.