Well, in no particular order:
1. Link: This is a no-brainer. The guy has a vast amount of weapons, is musically inclined, can ride a horse, and has enough time to go fishing. Plus he gets away with stealing pots and money appears.
2. Kris (Female Trainer from Pokemon Crystal): Well, I'd want to be a Pokemon trainer in general, but I always thought that Kris had the best design of all the playable females.
3. Xianghua (Soul Calibur II): I've only played one Soul Calibur game, but I absolutely love Xianghua's character design and the fact she just uses a plain old sword. She also has a fun name to say.
4. Sonic: He's fast and I'm a horrible runner. Yeah, I want this guy's running abilities.
5. Talim (Soul Calibur II): She's pretty unique among the other characters in the game. She's young, has awesome elbow blades, and she can read the wind. Oh, and I've heard that she has a pretty kind personality, so she's a good person, too.
6. Espeon: I love all of Eevee's evolutions, but this one is my favorite because it is psychic! And purple. I love the purple.
7. Zelda/Sheik: I would only want to be Zelda if she can turn into Sheik. It's the best of both worlds: one minute, you're enjoying all the girly things of life, the next you're kicking butt with ninja skills! The magic helps, too. I could do without the kidnapping, though.
8. Mia (Fire Emblem 9 & 10): Her personality is upbeat and fun. She's also very sure of herself and full of self-confidence. The dialogue that she has usually makes me smile and it really helps that she's a really good unit, especially in Radiant Dawn.
9. Nephenee (Fire Emblem 9 & 10): Again, like a few other characters on my list, I like her design. She's also one of my favorite fighters to use in Radiant Dawn.
10. Tails: He's a fox with two tails and he can fly. That alone makes him awesome.