Portal-God the cube! THE COMPANION CUBE! <3

Persona II, III, and IV-The characters are "regular" people for the most parts, and as you struggle and build relationships with them, you feel for them.

Heavy Rain-Watching Ethan (SPOILER)cut of his own finger is very hard to watch, especially since (I played him as) a very nice guy.

Baldur's Gate II-Building up a romantic relationship with a character only to (SPOILER)kill him/her is one if the hardest things ever.

Final Fantasy VI, IX, and XIII-These characters are truly great, making them some of my favorites in the series.