I like characters like Sheena and Yuan in RPGs. Also Galician from SoA. Sheena as she seems like more of a person than most other characters you get in Role Playing Games... and maybe also because she acts almost exactly like a friend I have. Yuan, as I like Tactics in a game, and he seems certainly capable, and again, he is different from most other characters. Galician - you'd got to have an evil favourite type characters are good, as he is not over the top and all laughing like a maniac all the time.
But, I have to say that my favourite type of character fighting wise is the Supporter - Healing, Life, Stregnth Up, Quick Up, Defense up, etc. I don't know what I'd do without one.