Normally folks are all over this kind of thing.
Anyway-
Amalia Van Kyre (Kessen 3)- The Dutch mercenary commander from Kessen 3. Not only is she one of the most useful sword commanders in the game, but pretty much any scene involving her is great- she's cast as an almost brazen, empowered archetype to contrast the Yamato Nadeshiko personality carried by Nobunaga's wife, and while this might seem just a tad out of place in the 16th century, you're not really playing Kessen 3 for a historical simulation, that's for sure.
Oda Nobunaga (Kessen 3)- While many, many portrayals of Nobunaga tend to demonize him, both figuratively and literally, his treatment in this game is more or less the opposite. Even if it was only refreshing due to its contrarianism, making Nobunaga into a heroic figure was a challenging storytelling decision that paid off, especially in the early chapters of the game, which is basically "The Adventures of Nobunaga and Friends."
Natsumi Tsujimoto and Miyuki Kobayakawa (You're under Arrest!)- Considering that YUA is one of the few buddy-cop anime in circulation, I did feel the need to mention it here. The leads are a good focal point for the show, and both of them occasionally alternate taking on the role of the comic foil.
Rika (Phantasy Star 4)- While I do love everything about Phantasy Star 4, Rika manages to strike a rather delicate balance. She is an 'innocent' without being utterly clueless, taking a potentially grating character and making her interesting.
Demi (Phantasy Star 4)- I really could go without mentioning this fun-sized droid, especially as she provides a rather subtle contrast to the more robotic demeanor of the older-model Wren-series android.
Lena Brande (Valis 4)- Largely for the action redhead factor, but also for establishing the next Valis wielder as someone who comes from a rather radically different background than Yuko.
Hikaru Shidou (Magic Knight Rayearth)- Speaking of action redheads, this is more or less what you get when you drop the hot-blooded Shounen hero archetype onto a girl, and thanks to the writing, it manages to avoid many of the traps of the same.
Geralt of Rivia (The Witcher)- While I don't normally go in for dark fantasy, it's nice to play an RPG character for whom this isn't his first time around the whole 'adventure' thing.
Yuko Ahso (Valis 1-3)- All the complexities you want, if you care to look for them.
(As a side note, LA- if you're looking for more KOS-MOS and T-elos, there's always Super Robot Taisen OG Gaiden- Endless Frontier).