This was a bit of a tough one for me, ended up with quite a list but finally narrowed it down to:

April Ryan - The Longest Journey, Dreamfall - PC, Xbox

I only played through these games recently but she stands out to me as one of the most interesting and developed characters I've seen in gaming. The arc she develops over in each game changes believably; to begin with in TJL she is inexperienced and naive before developing into a confident young lady. In Dreamfall, a stern leader of a resistance group gradually being crushed by her lack of self-belief.

I think this is helped by the diary she keeps over TLJ allowing for a much deeper insight into her as a person. There are many characters that are arguably as interesting as April, but none of them let me get as close. She's no action star, she doesn't blow shit up, wear suggestive clothing or shoot guns but I could believe and empathise with her in a way I've not felt with any other game character.

Come on Tørnquist, finish the series! Please! :s