Here I will list the coolest RPG game characters in my opinion.
This list is not in order, in fact I have a hard time picking one character over another. So, without further adieu; the list.
Shadow- Final Fantasy VI: First, he's a ninja! How cool is that? Second, he has a dog named Interceptor who shows up in battle and does tonnes of damage. Third, he likes his booze, alcohol in games is awesome (kids, drink responsibly!), and finally Shadow doesn't care what you think. He does what he wants when he wants. Need proof? He leaves your party and joins it whenever he feels like it. You have no say in the matter.
Commander Shepard- Mass Effect series: He's cool because I got to make Shepard whoever I wanted him to be.
Taloon- Dragon Quest IV: He likes his money, he has a smart business plan, and he likes the lunches that his wife packs him every day. And get this; this isn't a small business reality show but a game in which you need to save the world from a demon invasion. Did I mention he's fat and wears a mumu? Bonus: In Japan Taloon got his own spin off series. Who says every hero has to be a beef cake?
Alistar- Dragon Age Origins: Most of the cast was forgettable, but Alistars dry wit and dead pan delivery makes him part of this list.
Kain- Final Fantasy IV: Mostly silent, he makes this list on cool factor in the game itself. What do I mean by this? He carries a lance, he can strike from the sky at any time, and he wears a dragon hat!
Edgar- Final Fantasy VI: The womanizer young king with a heart of gold, add to this his ability to create awesome tools (fart gun anyone!) and sink his castle into the sand and you have an awesome character.
Kefka- Final Fantasy VI: Were you ever afraid of clowns? If you were then don't play Final Fantasy VI as the mad clown Kefka is most awesome villain in the Final Fantasy series.
Vivi- Final Fantasy IX: He is a black mage, but he also is one of the greatest existential characters of all time. Trust me if you want a philosophy lesson then play this game and learn a lot from that little guy.
Luca- Chrono Trigger: The plucky inventor who mastered time. You need a science lesson, then she is your girl.
Laharl- Disgaea: Overlord of the Netherworld. He is a bad guy who has to deal with love freaks, prism rangers, and a space hero named Gordon and his robot Thursday. Truly if you haven't played this game and you like strategy rpgs you owe it to yourself to track this down for PS2.
I know I'm missing tons of awesome characters. Let me think on it and I'll finish the list.