A few others that popped into my head:
Officer Tenpenny from GTA: San Andreas

And Gary Smith from Bully, the school sociopath… he has some great quotes:
I'm a genius! Geniuses don't need medication!
I despise weak people!
Friends? Friends are for the weak!

Pac Man
Donkey Kong
Yeah, I'm old!

Solid Snake. Hands down this dude should join the Joes and get it over with ;-)

Ryu

all the characters in the KOTOR series were GREAT.

the rabbits from the Raving Rabbits series are just hilarious.

Matthias Nilsson from Mercenaries. I mean, come on, the dude is voiced by Peter Stormare for cryin out loud.

Sam Fisher of Splinter Cell fame, voiced by one of my favorite actors and a Canadian to boot, Micheal Ironside.

FFX
Auron
Lulu

FF VII
Valentine
Cloud

LOTR The Thid Age

Elgost
Morwen

MGS

snake

STREET FIGHTER

Ruy
Ken

WWE

All

Bungie:
Master Chief
The Cyborg from Marathon
Durandal from marathon

Nintendo:
Samus

Capcom:
Blanka
Zangief
Hugo
Arthur

Other:
Aarbron from Shadow of the Beast
Tyris Flare from Golden axe
Earthworn Jim
The Doomguy

Gotta say not huge on video games but since we had the arcade machine when I was a kid Pac Man has always been my favorite. Then the paperboy from Paperboy

I remember playing paperboy. haha

I'd go old skool Konami:

Mad Dog and Scorpion from CONTRA

Solid Snake from Metal Gear series.

There are a few more, but never came to mind. My appeal to video games has just slowed recently.