Only one? It has to be CJ from GTA San Andreas, hands down.
He turns his life around and goes from zero to hero and he has fun doing it. He can do anything, shoot rocket launchers, drive boats, fly cars*, investigate myths and so much more.
*I meant to say fly airplanes, but let’s keep the typo, because with cheats, CJ actually can fly cars.
Oh, and he fucks hookers and girlfriends.
Other cool guys are Leon from Resident Evil and Hwoarang from Tekken, but both are no match for the Grove Street OG.
If it had to be a female character, I would want to be Claire from Resident Evil.
She has a nice body, a cute face and she can shoot guns and ride motorbikes and as far as I know, she doesn’t experience too much trauma.
Lara Croft would also be a solid choice, she is sexy, rich, overpowered and does whatever the fuck she wants. However, the classic Lara is a bit of a nutjob and the modern one has too much trauma.