3) Graham - King's Quest
A classic (and somewhat generic) hero, but just a kind-hearted adventurous spirit. Both from my childhood and especially the 2015 remake (with his older self narrated by Christopher Lloyd). Really the feel good choice.
I know the 2015 remake sort of flew under the radar and was (intentionally) over the top cheesy, but man I loved it. That ending brought me to manly tears.
2) Mordin Solus/Garrus Vakarian - Mass Effect Trilogy
Hard for me to pick between best space buddy and the other most interesting character in a trilogy filled with interesting characters and compelling story arcs for them. Enough has already been said about them in this thread.
Mordin was another instigator of the manliest of tears.
1) Kreia - Star Wars Knights of the Old Republic II: The Sith Lords
One of the best performances and most well written characters in entertainment history IMO, and one that I initially hated (which I think was the point). The only thing holding her (and the game) back from true masterpiece status is an obviously troubled development cycle and a myriad of crazy technical issues that not only affected game play, but disjointed the story as well...but despite that, character writing that actually made you think about not only your in game choices, but also your life choices.
Everything she said, everything she did...a manipulation within a manipulation, but also with a point. It's often said that a well written villain is one you understand, one that makes you question - Kreia takes that to a whole new level.
EDIT: I should probably include the disclaimer that I don't watch or read a lot, and video games are my primary form of entertainment...so maybe take the "best character in history" stuff with a grain of salt.