I nominate E-102 "gamma<lowercase>" of Sonic Adventure/Sonic Adventure DX: Director's Cut
Gamma was absolutely an awesome character, and the first to have its entire life followed in the game. From the moment it wakes up staring into the ugly face of its creator, through so much character development and heartbreak, to the moment the last E-100s are destroyed in a climatic battle with its rebuilt "older brother" E-101 Beta MKII.
If you've played the game, just listen to its music!
"Theme of E-102" is sad, lonely emotion and conflict wrapped in techno and piano -- a unique combination for a unique character.
"Heartless Colleague" (boss theme) conjures images of epic, almost but not quite symmetrical fights with rocket-launching androids.
"Crazy Robo" (E-101 MKII boss theme) starts the same way as "Theme of E-102", but quickly shifts into alarm-like tones and almost taunting background synth chirping, becoming an awesome boss tune for a truly epic adversary.
"Unbound" Ah, Unbound. E-101 MKII is defeated, but still functioning for a few seconds more. Gamma walks up to his dying brother and... gets shot point-blank with those beam cannons? Blown across the arena, Gamma takes a few steps away thinking about the family his bird has before collapsing into a heap and exploding just like Beta, the music playing makes Gamma's signature riff even sadder somehow, but it ends on a bittersweet hopeful note as the mind-controlled birds used as the "brains" of such robots escape the exploding shells. The other two family members of the bird we saw earlier in the game fly off into a clear blue sky...
Gamma was really a tragic character. Usually seeming silently sad, this robot "rescued" the whole E-100 series from a life as mindless rocket-launching killing machines and let the "pilots" go back to their avian lives.
http://www.youtube.com/watch?v=ehPmfY-QymQImagine this is just after a pretty awesome boss fight against the closest thing Gamma had to a brother.
First song is a part of "Theme of E-102". Second song is "Unbound"
Looking back at the scene, it doesn't look as emotional as I remembered it, but on a full playthrough you really empathize with the little motorbike-robot-helicopter-jetpack-sniper thingymajig!