Lightning and Fang. Lightning I think is what the gaming industry needs. Don't get me wrong; I love my male leads (I'm a bit of a Nathan Drake and Ezio Auditore fangirl) but her independence, strength, and general willpower really amazes me. Her skill on the battlefield is unparalleled only by Fang, who of course is a badass in almost every way. Plus, Fang's an Aussie. 'Nough said.
"I'll miss you." -Lee Everett "Me too." -Clementine THE WALKING DEAD
I loved Lightning in XIII, but not in XIII-2. I also really like Fang and Noel. Snow is also a good character, he's one of those types that you are supposed to hate, like Luke from Tales of the Abyss, I hated him, but I thought his character was done well.
I guess my favorite would still be Lightning though.