Not two characters I'm like, but my two favorite characters from video games would have to be...

Commander Shepard from the Mass Effect trilogy because you can really make his story your own (and believe me, I've clocked over 150 hours and 1 and 2 alone) and John Marston from Red Dead Redemption because he's so REAL. He's happy one minute and angry the next and he is the single-most human character I've ever seen from any video game I've ever played, and I've played quite quite quite a few.

Oh, runners up include Isaac Clarke from Dead Space 1 and 2 and Duke Nukem from all fifty thousand of his games released.