I beleive my favourite video-game character has got to be King Mickey.
The whole Kingdom Hearts world revolves around him, not Roxas, Sora, Donald or Goofy.
That may be debateable in others' eyes, but just think about it. Where would the storyline be without that cute little mouse?
And besides, he whoops heartless all over the place. Way stronger than any other character, not to mention more discreet, unappreciated, and cute. =)