Duke Nukem (Duke Nukem)
Serious Sam (Serious Sam)
Postal Dude <-- the best evar. EVAR!1!11!SHIFT+1! (Postal)
Zero (Megaman-X series)
Kane (C&C)
47 (Hitman)
Soul Reaver (Legacy of Kain)
Larry (from leisure suit larry)
Sarah Kerrigan (StarCraft)
Jim Raynor (StarCraft)
Gui Montag (StarCraft)
Bowser (Super Mario Bros.)
Hakunin (Fallout 2)
Axel (KH: Chain of Memories)
Suliman (Age of Empires 3)
Chaud (Megaman Battle network)
Protoman (Megaman Battle network)
Julius (Sword of Mana)

Guite a list, but those are the characters I've loved the most since I set my eyes on them. Especially Hakunin.