JRPGs:
Naoto (Persona 4): The genius detective with a complex character, who dives into some of the deepest issues of humanity, such as gender roles and human expectations. She's a fascinating character and definitely one of the best out there.

Stocke (Radiant Historia): A lead that really evolves throughout the series and sticks to a powerful formula set forth by classics like Chrono Trigger.

Horror:
James Sutherland (Silent Hill 2): A fascinating character and an exploration into his psych was an incredible package in the game SH2.

VN:
Sigma (Virtue's Last Reward): The fact that there's so much going on in VLR and everything relates back to Sigma by the game. His convoluted way of thinking excites me in how the series has progressed. Junpei gets a shoutout for spoilers.

SRPG:
Flonne (Disgaea): LOVE

I have more. :P