Heather Mason from Silent Hill 3. I just think that, with her backstory and her indentity crisis of sorts (in that she is at once her own person yet someone else entirely) ...you know what, you have to play it to understand. >_>
But either way, she's definitely my most liked character. Ever.
Heather is indeed a great character. She is by far one of the most well written and interesting protagonists from the Silent Hill series. In addition to having an excellent backstory, her thoughts and emotions are very realistic. Overall, she is the type of character that a person wants to play as, since she is easy to understand and relate to (much like Alex from Silent Hill: Homecoming, who I like a lot as well).
I have a number of favorite characters. They are:
1. Reid, Farah, Keele, and Meredy from Tales of Eternia. All four are excellently written and well thought out characters with a lot of depth. They are interesting and appear almost human. One of the reasons as to why Tales of Eternia is my favorite video game is because of how great these four characters are. They are by far the best cast of main characters I have ever seen in a video game.
2. James Sunderland and Pyramid Head from Silent Hill 2. I find James' character fascinating. On the surface, he appears to be an average guy. However, he is actually a man who has been torn psychologically by murdering his wife Mary, who had been suffering from a disease during the time James killed her. His reasons for killing her were both out of the goodness of his heart and selfishness. While he was hurting seeing her suffer, he also did grow to hate her to an extent and wished to kill her so that he could get his old life back. Killing Mary damaged James so much that he deluded himself into believing that she had died of her illness three years ago. Subconsciously, he seeks punishment for the despicable action he has committed, which is where Pyramid Head falls into place.
Pyramid Head is a manifestation of the punishment James seeks. In the game, he pursues James and attempts to kill him for murdering Mary. James' subconscious sexual desires are also shown through Pyramid Head, as he is seen raping monsters at various instances over the course of the game. Overall, I find Pyramid Head to be an interesting creature, since he is a deep and symbolic character despite being a monster. It is not common for monsters in games to have so much dimension to them.
3. Haseo from .hack//G.U. Haseo undergoes great character development over the .hack//G.U. trilogy. He starts off as a cold and callous jerk, but as the game progresses, he gradually warms up to the people around him and becomes a more open, friendly person. Plus, he is a class A bad ***.
4. Dante from Devil May Cry. He is plain cool. Enough said.
5. Barry Burton from Resident Evil. As Wesker stated in Resident Evil Rebirth, "You've gotta love Barry." His idiocy is hilarious. "What is this?" indeed XD
I have a strong feeling that Alice and Decus from Tales of Symphonia: Dawn of the New World will be added to my list once I play the game.