A bit tough, but for nearly each individual series I have played.
Pokemon: Wes - EX thief, able to resist Pokemon attacks that'd normally knock a person down hard, rides a wicked motorcycle.
Zelda: Link of course, specifically his Skyward Sword incarnation due that one being the most expressive of the lot and being the one to start the timeline.
Final Fantasy: Definitely tough here, but I would have to say Freya from FF9 - Tragic, looks cool, and is able to defeat rather powerful enemies solo in just one turn (technically).
Sonic: Sonic - pretty obvious
Megaman: Zero - Wily's Greatest creation that ended up being Earth's greatest saviour, and generally has a rather collected attitude/personality, as well as being very powerful.
Okami: Oki(kurumi) - has a cool appearance, can turn into a wolf, partners with you in one of the best boss fights in the game, has a great theme, some good development in the short time he appears, and has a cool sword.