I can't believe I forgot to mention any of the Legacy of Kain characters.
Lucifer seems pretty cool in the Shin Megami Tensei games.
Hunk
Duke Togo aka Golgo 13
Firebrand (Demon's Crest, anyone?)
Beyond the Grave
Sub-Zero, Scorpion, Rayden, and Kung Lao
(Insert Xenogears major character here)
Rhue, Traziun, and Slade (The Way, an awesome RPGMaker game)