Spent a LONG AF time on this >.<...
The Prince of Persia! The character has had multiple revisions and all of them are enjoyable, and hes even a retro character. I just want to see more of this character period. While Warrior Within was my first exposure to the series I've found myself coming back after every other installment. He can be a total badass in Warrior Within yet very sincere and well minded in Sands of Time.
So why Warrior Within version?
It's the the best package with some metroidvania (still some is linear though), tons of secrets/collectables, great level design, multiple endings, the relentless Dahaka, the best combat in series IMO, tons of weapons, puzzles, a much longer campaign in general, etc. This is also where we first see his more modern outfit later worn in other releases/the film which I think says a lot. (Also, the prince is still very much the prince, just being hunted tirelessly
)
Honorable mentions: Genjuro (Samurai Shodown), Psymon Stark (SSX), Zoë Castillo (Dreamfall), Megaman Zero (MMZ), Beat (Jet Set Radio Future)