The characters are dorky losers. They probably have a really hard time getting chicks.
Lots of gamers can relate, and so they like them.
Personally, I think that they all mostly suck. A video game, an RPG especially, is still a story. Purposefully creating a severely underdeveloped character is plain stupid.
On a side note, I don't think that Pre-FFIV games count much since there wasn't much emphasis on character development.
Er, actually, FFII had some good dudes. I liked a lot of characters. The monk dude, the one who
(SPOILER) died while trying to save everybody from the boulder, he was cool. Bu still not worth considering in the grand scheme of this debate.