A transexual being odd for a Nintendo game? What about Birdo, the transvestite dinosaur from Super Mario Bros 2?
As for my top three? Well, I have two. I'll think of a third.
Celes Chere
Rescued from prison after being sentenced to torture and execution for questioning the Empire's underhanded tactics, she defects to the rebels. Despite suspicions from the rebels that her loyalty may continue to lie with the Empire, she leads a team to infiltrate the Empire's research facilities. During the raid, it becomes apparent that the circumstances under which she was recruited by the rebels may have been staged, and that she may have been working for the Empire all along. Her true loyalties are revealed however, when she is given the task of executing the rebels and instead maims Kefka, a rogue general of the Empire at a key moment.
In the aftermath of Kefka managing to bring an apocalypse upon the world and rising to ultimate power, Celes is marooned on an island along with Cid, with whom she has shared a close father-daughter type relationship. She cares for him in his final days, and upon his passing attempts to commit suicide. However, after finding a raft to escape the island, she regains hope and starts a long journey to find survivors of the apocalypse and eventually reform the resistance to Kefka's dominion.
Magus
Born as Janus, an 'Enlightened One' (magic user) around 12000BC as a prince of Zeal, he becomes aware of the developing insanity of his mother, Queen Zeal in her search for immortality. When the queen is successful in completing the Mammon Machine in this search, it begins to absorb too much power, creating rifts in time that sent everyone present to different eras, including Janus and his sister, Schala.
Janus is sent to the Middle Ages, an age in which humans are unable to use magic and the former servants of the Enlightened Ones, called Mystics, are at war with humanity. Magus is found and taken in by the Mystics, whose magic surpasses any of their own. Over time he becomes their leader, taking the name of Magus. He seeks to gain power with the eventual intention of developing his magic so that he can summon Lavos, the powerful entity responsible for the madness of his mother and by extension, the loss of his sister. When you first meet Magus, the party believe he is summoning Lavos with the intention of using it as a weapon against humans. Only after attempting to kill Lavos twice with unsuccessful results does he realise that he may need others to succeed at such a herculean task.