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JC Denton from Deus Ex - not only does he kick some nano-augmented butt, but he's also really intelligent and raises philosophical questions in-game!

Trane from Getting Up Contents Under Pressure orr Master Chief From Halo.

I kinda like Soul Caliber 2 characters, but the game is very limited as far as what you can do.

Now, if it was like Grand Theft Auto, then I'd probably never leave my couch. LOL!

Dog from Half-life 2, that robot kicks ***