Heather Mason: Maybe this is a little bit subjective/less-critical, but this is my favourite character of all the bunch. She resonated a lot with me and maybe that's the reason she's up here. Besides my personal feelings, I believe she's very well written and has a depth most games wish they could had.

Max Payne: In the first game he wasn't already the drunk depressive guy we came to know in the second and third games. At least not completely. Here he's way less serious being more funny and cynical rather than depressive and cynical.

Leon S. Kennedy: Charisma personified. Funny guy, total badass, action hero. Honestly, I think Resident Evil 4 has a B-Movie kind of premise and it's delivered the best way possible, being Leon the best part of the whole.

James Sunderland: The entire game speaks about the main character in a way not many games out there do. Genuinely one of the best written characters I've played as.

Zane Lofton: Talking about this character's depth might be considered spoiler so I won't extend more on it, just know that beneath that quirky and edgy surface, there something more meaningful. If you've played Hypnospace Outlaw and liked it and its humanist feeling, here's something more for you.

Shiroyabu/Jabroni: I don't know if he could be considered the main character, but he's super well written anyways.

Niko: Charming in every way possible. Niko is super empathetic and always wants the best for everyone. Forced to be in a world he barely knows nor understand to go and complete a mission way bigger than him. Can't feel anything else for Niko besides empathy, which is one of the main themes of the game.

Raiden/Jack: He's super hot, I don't care about anything else. Just joking (unless...), he has great characterisation that makes him a pretty memorable character.

Duke Nukem: You already know him, funny guy, memorable one-liners, and that's about it. Maybe it's that he didn't connect with me at all but I don't think hes that great of a character.

Jesse Fox: Light-hearted and goofy guy, always turning his semi-serious Metal Gear-like story into the silliest thing imaginable with the most stupid ideas he can come up with.

Stubbs: I don't care that all he says are zombie grunts, he's just so fucking funny I love it.

3650/Bad Cop: If it weren't for the quirky and god-awful meme referential dialog, he would be ranked higher, because the journey he goes through and his evolution are pretty solid and well-written, even if E:Z2 is just a mod.

The Soldier: Out of the many characters in Hotline Miami 2, this is the one that stands out the most for me. Most of the characters you take control of in this game are cynical, disgusting and, overall, bad people, but The Soldier is a good guy, or at least he tries to be one. Connecting him and his story to Hotline Miami makes him a great and more memorable character. No wonder he's the main face for the game.

Ada Wong: Femme Fatale type character. She has some actual coherent motivations to do the things she does. This being a less than three hours mini campaign, there's not much to say, but for what it is, she's fine as a protag.

Peppino Spaghetti: I know this breaks my rule of no silent characters, but Peppino's presence is more than, for example, Soap MacTavish's (weird comparison, I know). That said, the way he acts and interacts with the world give him lots of personality.

Arthur Ford: This is the second time I break the no silent protag rule, but this time my excuse is Arthur's famous catchphrase: "Whaddup son!". Having this line in the game would seem stupid and incoherent given how dark and depressing the game turns out by the end, but it's used to show Arthur's decayment by consequence of his actions towards the final segment. If you've completed the game you surely know what I'm talking about.

Sam Stone: A rather cheap imitation of Duke Nukem. None of his lines is memorable and only half of his lines are actually funny. That bit at the final cutscene was amazing tho.

Dropsy: I find him endearing in a way. He doesn't actually speak but is a lot charming.

Alex Mason: They pull some Fight Club-esque tricks with him that I didn't expect and were nice, but nothing too remarkable of a character. Reznov is more memorable but he's not the protag so whatever.

Captain Walker: Perfectly serviceable for what the game tries to communicate. Nothing more, nothing less.

Jason Brody: I'm not too fond of Far Cry 3's narrative or story, and its characters are just cliché and one dimensional. The same goes for the main guy, Jason Brody. He has some cool moments and besides how his evolution is protrayed partially by the gameplay, which is a neat touch, there's an abysmal player-protagonist disonance strenghtened towards the ending.

Alan Wake: I haven't seen a game with a cool premise and concept have such badly written characters. If you've read my review you already know that I think this game's characters are total garbo, but Alan has SOME depth that makes him stand out from the rest of the cast. Tho it wasn't that hard but still.
UPDATE: Ranked up after playing the two bonus chapters.

Lazarus Jones: Ummm, funny character, I guess? Cracks up a lot of references to pop culture and also never shuts up (in cutscenes only, thankfully).

Deadpool: I honestly don't know what to say about him. Stupid ass character who's always talking. Like, waaaay too much talking, there isn't a single time where he's shut and holy fucking shit is it boring to hear. I genuinely lost track of what he was saying more times than I can remember. Nolan North crushed it with the performance tho.

Octodad: I've been debating myself over where to put him on this list, because it's not that deep of a character, but has his own evolution without speaking a single word and it is very fun to play as him.

Lynch: The quirky sociopath himself. Not much to it really. What makes this game great isn't the characters, but it's serviceable and works quite well with the atmosphere of the game.

Vito Scaletta: Pretty basic kind of character, destroyed even further by the rushed and atrocious ending that wasn't even made by the original writer of the game. Failed character.

Ethan Mars, Madison Paige, Scott Shelby and Norman Jayden: The most perfectly fine characters ever, which means they're not bad but also not good.

Postal Dude: Duke Nukem but edgy. One-liners and that's it. At least some of them are funny.

Nathan Drake: Charismatic yet extremely unidimensional. It's not up until the third game that they worry about his character development. Nolan North crushed it with the performance tho.

Ethan Winters: Dumb as fuck but a lucky bastard. He gets himself involved in so many nightmarish situations because of his stupidity that it borders comedic absurdity. The most remarkable thing about him is how he always gets his limbs severed to the point that it becomes a running gag. He would be the perfect cast for a slasher movie.

The Boss: As opposed to most games with an unnamed protagonist, Saints Row is one of the few franchises to give its main character some personality. In Saints Row: The Third, The Boss is way flatter in comparison to the previous entry yet still somewhat charismatic, but not to a point that it becomes likeable as they tried it to be. It's written identically in Saints Row IV.

Faith Connors: Having a first-person perspective isn't an excuse to not giving your main character any kind of personality. Faith is one of the emptiest characters on this list, but at least she has some motivations and that's about it. She doesn't evolves further from that and doesn't get the player interested in her personal conflicts. Generic and forgettable.

Inspector Tequila: I wish I could say something good, but it's just generic action hero. I know this game has the John Woo name on the cover, but I know he wasn't actually involved, because if he was, this character wouldn't have been this mediocre.

Venom Snake: Uhhhh, I thought this guy would speak, but he only says like two things in this game, and out of those two, only one is relevant. I don't know why did they recast Snake with a Hollywood actor just for him to never say anything.

Sebastián Castellanos: THE FOLLOWING IS AN EXCERPT FROM MY REVIEW OF THE EVIL WITHIN.
He has some backstory that you can find in the form of several notes scattered along all the chapters that try to give him some depth but ultimately fail, because you barely see anything stated there like the problems and traumas you read he has, and it's a shame that the game doesn't take advantage of his backstory to give him more character, it just falls flat because most of the game he's a blank slate and never talks or say anything of value.

Matt Hazard: Duke Nukem if it was unfunny.

Sonic the Hedgehog: Charisma vacuum. The same goes for the rest of the playable characters. Seriously, I don't know what is it that Internet weirdos see in these characters. To this day, Sonic Zombies still remains as the best rendition of these characters.

Ethan Thomas: I had to look up his name because I forgot it. That should tell you what I think of him as a character. The first line for Faith Connors applies here as well. No personality + Bare minimum of development = Extremely forgettable.

Steve Black Ops II: The same with Bad Company 2. I genuinely forgot about everything from this game's campaing to the point that the only thing I remember is Menendez. This game as a whole was pretty forgettable except for its well made multiplayer, but in reality, nobody cares about BO2's campaign.

John Bad Company 2: I couldn't be bothered to look up his name because the only thing salvaging this campaing are its funny moments, but they come from the surrounding cast and the main character barely has any voice on anything. Forgettable.

Sonny Crockett and Ricardo Tubbs: "Like taking nose candy from a baby", "Miami Vice!", "No one lives forever..." I was going insane.

John BLACK™: I refuse to say anything about this character.