I wonder what on earth Switchblade's gonna vote for when he finds this topic??
Well shit, is it really that predictable that I'd turn up?
Shooters and RPG's, huh?
Shooter: Marka Ragnos, the final boss from Jedi Academy. Very cool, albeit a little too easy to defeat.
RPG's: Jon Irenicus, from Baldur's Gate 2. Purely because the guy's so DAMNED COOL.
and, for a change:
RTS: the Eldar Avatar, from Dawn of War. Seriously, that thing has a move where it impales its target on the end of its sword, and then holds the sword vertically and watches the victim slide down with a razor-sharp shaft of white-hot metal through his still-living body, before casually shaking him off. Plus, he leaves burning footprints as he walks, and one of his hands constantly drips with supernatural blood. ULTRA cool.