I'm going to cheat and categorize.
My favorite male character (emotionally): Either Cpt. Walker or James Sunderland. They're both sad stories and kind of dickheads. Honourable mention to Lee from TWD.
My favorite female character (emotionally): Tough one. I think I'll go with Heather Mason though, on account of her seeming and responding like an actual human being, and the fact that while she's still vulnerable she is also strong and independent where her male counterparts fail.
My favorite male character (badassery): New Dante! Controversial, I know. I was originally gonna go with Agent 47 but the amount of times New Dante's dialogue made me laugh, or the way it made me feel badass... It had to be New Dante.
My favorite female character (badassery): Rubi from WET. Come on, she's pretty awesome. Or maybe Sonya Blade... No, Rubi. Sonya shows too much skin.
My favorite male character (vanity): Leon Kennedy. 'Dat hair! Mm-mm! I'd tap 'dat...
My favorite female character (vanity): Honestly can't choose between Lilith, Moxxi, Cortana and Helena Harper... So all 4!