I was trying to think of an unusual answer, and for unusual -- Cid. He's a leader to his people, he's intelligent, he's no-nonsense, he speaks his mind, and he's got an airship. He also seems relatively angst-free, apart from not speaking to his sister for a while after she ran off with a Yevonite.

But truth be told I'd want to be Lulu, despite the tragic backstory. She's travelled more than just about anyone, and seems to have learned a great deal in her travels -- at least, she's always playing the part of Exposition Lass. She's strong-willed, intelligent, wise, has a sharp tongue, and doesn't put up with stupidity, adjusts to shocks like Yevon's betrayal, and is a shrewd judge of character, as when she shields Rikku from Wakka's prejudice and defends her when he finds out the truth and gets angry. She's got good friends like Kimahri, Wakka (I don't think I'd have married her to the guy... it seems like unequal power dynamics... but still, he's a good-hearted fellow), and Yuna. She's strong enough to put losses behind her and move on, an ability I envy.