Slightly off-topic, but I'm not really sure what is the difference between a sexy character done "right" versus one done "wrong." My understanding of a sexy character is a person that causes sexual attraction towards them, which could come from any sense-based features on them, actions they do in the game, or interpretations and likes/dislikes in people observing the character. So, I'll just assume I can post whatever game character here I find sexually appealing.
On-topic: Man, this is a harder question than I thought to find a female character I liked sexually. I guess the closest one I could think of would be "Epona" from "Ys: Origins [http://store.steampowered.com/app/207350/]". I remember her because she just struck me as having good chemistry with the first character I was playing as, Hugo Fact. Their dialog with each other both hilarious to read, serious at certain points, and tragic in other parts of the story. As for her attire, I could see her being sexually attractive, though I might be more attracted to her witty personality than looks.