I could kill this entire topic if I went about posting all the characters I've liked. So, I'll settle for the longest comment by listing only a few of my favorites from the Fire Emblem series.
FE 1/11 & 3
Marth, for being an awesome ruler and brilliant tactician. Princesses Minerva and Maria, and the Whitewing sisters, for having the guts to fight for what's right, even if they fight against their country and loved ones (Minerva and Maria end up killing their own brother). Frey, for sacrificing himself to save Marth's life. Princess Caeda, for leaving her homeland and family behind to assist Marth.
Fire Emblem 6 & 7
Lyndis, for taking back her country with nothing but a handful of friends and inexperienced soldiers, as well as being a genuinely awesome person. Eliwood and Hector, the stalwart lords who, with Lyndis's help, saved the world. Serra and Erk, for being so awkward and hilarious around each other. Lilina, for never being overcome by sadness, even after her father's death and the fall of her country. And Roy, for being the biggest pimp in Fire Emblem history (seriously. He could marry a cute mercenary (Thany), the granddaughter of a nomad tribe's ruler (Sue), his father's best friend's daughter (Lilina), an exotic dancer (Lalum), a military legend (Cecilia), or A FREAKING HALF-DRAGON/HALF-HUMAN MAGE).
Fire Emblem 8
Eirika and Ephraim, ditto to Lyndis. Myrrh, for reasons that would be hard to explain here. Ross, Amelia, and Ewan, the apprentices that train to their limit to help others. And of course, the "prodigy", Lute. 'Cause it's hard to call her arrogant when she really is that good. 
Also, Artur is kind of Lute's bitch. To quote the epilogue if the two of them marry, "Artur handled the housework, but otherwise, their lives were unchanged."
Fire Emblem 9 &10
The Greil Mercenaries (Ike, Mia, Titania, Soren, Oscar, Mist, Rhys, Rolf, Gatrie, Boyd, and Shinon, in that order) for varying reasons, but generally for being pure awesome. Ilyana, for being hilarious in everything she does. King Naesala, for doing whatever is necessary to help his people, no matter the consequences that he suffers. Queen Elincia, ditto to Lyndis, Eirika, and Ephraim. Jill, one of the single most interesting characters ever, for going to quite the radical change throughout the games. Vika (my avatar!), the lovely Raven Laguz and ex-slave who fights for the freedom of her Laguz brethren. Sanaki, the young but noble empress of Begnion. And of course, Micaiah, the "Silver-Haired Maiden", "Maiden of Dawn", "Savior of Daein", "Maiden of Miracles", "Priestess of Dawn", "Daein's Ray of Hope" and whatever other titles her worshipping fans want to throw at her.
And I could go on for much longer without even leaving Fire Emblem territory.
