My favorite characters are:
1) Kefka from Final Fantasy VI- He actually did succeed in destroying the world, and becoming an actual angel of destruction. It took like 20 characters just to beat him, unless you were good, then it'd take less.
Picture of him (in regular form):
www.multimania.com/punkrocker2/Kefka.gif
^Too big so posted as a link
2) Sephiroth from Final Fantasy VII-He was just badass. No explanation needed.
3) Gogo from Final Fantasy VI- Just the mystery around "him/her/it" is enough to make me put Gogo on my list.
Picture:
4) Lloyd from Legend of Dragoon-Fucking platinum dragoon...he just looks so damn awesome and is strong as hell.
I can't find a good picture of him in his armor or whatever, but if you've seen him, you know what I mean.