In no particular order
Cole McGrath
(inFAMOUS 1 & 2)
Cole is a character I can relate to, well outside of the electrical superpowers. He's real, his dialog is organic and well done. If I were suddenly given superpowers I'd probably behave like Cole.
Garrus Vikarian
(Mass Effect 1, 2 & 3)
Stepping in to the story Garrus is an uptight cop type character, but as the story progresses he becomes Commander Shepard's best friend. He really grows on a player and you genuinely respect him by the end of Mass Effect 3. When he and Shepard said their goodbyes in Mass Effect 3 I almost shed a tear, I felt as if I'd miss him, beyond just the funny dialog, sarcastic jabs and arrogant nature, Bioware did a fantastic job making him feel real.
GLaDOS
(Portal 1 & 2)
GLaDOS, the only voice you hear (save for the turrets) within the first Portal game, and a welcome character back in Portal 2. If she's providing instructions or issuing death threats GLaDOS has a very defined personality and an excellent sense of pitch black humor.
Dr Mobius
(Fallout: New Vegas Old World Blues DLC)
It's rare that I describe an item of DLC as superior to the actual game, but that was the case with the Old World Blues DLC in Fallout: New Vegas. In this tribute to classic science fiction you meet a character that's the quintessential evil scientist, that being Dr. Mobius. His voice alone is enough to give him placement on my list, but it's his personality, which you don't really encounter until the end of the DLC in, typically at most, a ten minute dialog, which was well crafted enough to make me really like him as a character.
Vivi
(Final Fantasy IX)
If you played the game you'll know, if you haven't, do so immediately. Telling why I like Vivi would spoil the game, I can't say it without ruining the plot.
Characters who still deserve being mentioned, but didn't make the top 5
Wheatley (Portal 2)
James (Fallout 3)
Zeke Dunbar (inFAMOUS 1 & 2)
Handsome Jack (Borderlands 2)
Neo Cortex (Crash Bandicoot 1, 2 & 3 [THERE WERE NO OTHERS LALALA CAN'T HEAR YOU])
The Illusive Man (Mass Effect 2 & 3)
King of the Cosmos (Katamari series)
Captain Price (Call of Duty Modern Warfare)
Andrew Ryan (Bioshock)
John Marston (Red Dead Redemption)
Gordon Freeman (Half-Life 1, 2 & 2 episodes 1 & 2)
Nathan Hale (Resistance 1)
David Serif (Deus Ex)
Colonel Radec (Killzone)
Lt "Chatterbox" Davenport (Ace Combat 5)
Lightning (Final Fantasy XIII)
Barthandelus (Final Fantasy XIII)
Leon S. Kennedy (Resident Evil 4)
Mordin Solus (Mass Effect 2 & 3)