Some these are obviously not pure game characters, but to me, their performance in the game makes them worth a mention, even though they're primarily Comic book characters.
Joker, in Batman: Arkham Asylum. Incredible job with this character, cudo's to Mark Hamil for an excellent voice acting again!
Deadpool in Marvel: Ultimate Alliance 2. Ok, it's Deadpool. Being Deadpool. Yep, definitely a win here.
Wolverine in Wolverine: Origins. Finally! A Wolverine game where you can actually BE Wolverine and shred some s**t like an industrial wood chipper, and not "hit with the flat of your claws to avoid blood for a teen rating." Not to mention, Hugh Jackman did the voice, and is pretty much an alternate universe Logan imo.
Kefka, excellent villian in FFVI.
Aeris, for being the first and only game character I ever felt a tug at my heartstrings for when she died.
Truth in Halo 3. Srsly, killing a religious fanatical nut, totally made this game for me.
Alucard, Castlevania: Symphony of the Night. For being one badass vampire with hundreds of weapons to kill a never-ending horde of evil monsters. And of course he got the girl. Undead 007 with swords imo.
Deathwing/Neltharion in Warcraft II, World of Warcraft. Starting as a noble dragon aspect and falling into one of the most destructive forces on the planet, excellent story and art.
Deckard Cain in Diablo I, II. Funny old guy. "Stay awhile and listen."
Sylvannas Windrunner, Warcraft III, World of Warcraft. Former elven ranger general, killed by a death knight, risen as a slave, breaks free, and then proceeds to become a mega thorn in his side for years. And, she's hot.
All in all though, I want a pure Deadpool game. Would pretty much become instant favorite game if they stayed true to the character.
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I am Jon Stewart with some Colbert cynicism, Thomas Edison's curiousity, wrapped around a hardcore gamer sprinkled very liberally with Deadpool, and finished off with an almost Poison Ivy-esque love/hate relationship with humanity flourish.