Eileen Gavin from Silent Hill IV.
"WHAT? BUT SHE WAS NOTHING BUT A SEVEN HOUR ESCORT QUEST!"
Yeah? She was an escort quest that A. fought pretty well (especially considering that she had been beaten to a pulp and hadn't recovered) and B. She couldn't even DIE until the end. Also, she had a personality, which is better than can be said for the tabula rasa of a main character the game had. Plus, she was a nice and caring person (which is the main reason she was targeted and attacked).
Plus, she was a character I actually gave a damn about. I felt REALLY BAD when she started showing signs of possession.