Also, of all the emo antiheroes that plauge the RPG genre, I like Cloud the most, though I couldn't say why.
I don't really like the misconception that Cloud was emo or depressed. He was cocky at the beginning and was a bit misled/tortured during his little identity crisis, but for the most part he remained pretty optimistic even later on in the game.
Probably because it makes it easier to bash the game. There's no merit in it, especially considering the player has control over a good amount of Cloud's responses, whether you want it to be cocky/melodramatic/whatever.