Oh, I think April Ryan wins this thread. She's easily the most well rounded and well developed female character I've seen in games for a very long time. She even beats Alyx Vance to that title, I have to say. In an industry saturated with big-breasted scantily-clad sword-wielding women, and Lara Croft, April Ryan is a real breath of fresh air. Seriously, if she were a real person I'd probably marry her
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Oh, and also, the Master Chief. What's that, I hear you say? He's just a generic space marine? Oh, no, he isn't. Read the Halo accompanying novels, or just listen carefully to Cortana's messages at the start of Halo 3. The Master Chief, or rather, Spartan-117, John, ranked Master Chief Petty Officer in the UNSC, was stolen from his parents by the government when he was 6 years old. Taken and trained as a super-soldier from that age, with 74 other kids, at age 14 he was given special bio-augmentations, that led to 40 of the other Spartans dying or being crippled. He was involved in countless battles where he saw millions of his fellow humans killed by the Covenant when they 'glassed' planets from orbit. He saw most of his teammates die when military headquarters planet Reach was glassed, with only a small few surviving, and for a time he thought he was the last Spartan left. I'd say that's a pretty well-developed backstory and personality for a character, wouldn't you?