I think John Marston of Red Dead Redemption is one of the most interesting and well done characters in games. For a game with a heavy moral scale on it, he is a very well done shade of grey character. His dialogue is very well done mostly to avoid that awkwardness that you got with a character like Niko Bellic who you would use to do things that the character himself seemed so against during cut scenes. Marston is not an errand boy and has an actual motive for his actions throughout the narrative. His interactions between characters are believable and you can sympathies with him during moments when you are supposed to.