I really want to say Commander Shepard just because I'm a Mass Effect mark but that character can vary and I'm not even thinking of the actual Shepard all over the game posters, I'm thinking of my created Shepard so I suppose that doesn't really count. My pick instead is...
JWGunslinger has already covered his background so I'll be brief.
John Marston isn't perfect and he knows it. He doesn't want to be perfect, what does he want? Normality, peace, to just raise his family without the trouble of his past. His past is chequered, and it catches up with him. So he tries to redeem himself by eliminating the threats of his past while they affect others like innocents. He hasn't got a choice but to do so, in order to evade the Law, retain his family and obtain that normality and that peace. To an extent however, he'd like to taste some revenge against his former gang for what they did to him, and that brings me to one of the reasons John Marston is my second favourite game character, he isn't perfect, he's flawed and he's only a man but he's determined to get what he needs and that's just simple peace for his family.
Another thing about him is that he doesn't pretend he can save everyone an stop all of the baddies, he knows that stopping his former gang would stop them terrorizing innocents but does that matter during a time like the Wild West? Somewhere along the way people will die and Marston can't stop that, but he
can protect his family, and he tries.
When reaching the apex of redemption, he falls and becomes a victim of deception.