I was debating on Batman and John Marston, but I'm going to use the cop out and say that "Batman's not really a video game character. So...
What is there to say, really? He's just a fascinating character. It adds an interesting dynamic in comparison to GTA, because the latter places you in the shoes of someone who voluntarily chooses to be a criminal, for the hell of it, and, while that's awesome, and each of those characters have their own, unique issues to work through, there's a fascinating dynamic to be found when your main character is weathered by the harshness of the West. Perhaps it's because we don't quite see his past, that it works so well, but there's something tragic about a life that was lost long ago, and whose efforts to redeem himself are almost entirely unfruitful.
There are just so many elements that define him. The very fact that he's trying to change shows you that he's got at least somewhat of a conscience, but there's a brutal irony in trying to find your salvation in more violence, and, ultimately, you find that you can't. On top of that, he's a dying breed. He's got a code all his own, but it doesn't quite mesh with the modern, industrialist America they're building towards, and I think he knew that, and he's trying to save his son from that cycle of violence, and it really is tragic, because you think about who he is at his core, and what kind of life he could've led, given the opportunity. It's really the game, itself, that defines him, though, and it's one of the most unforgettable experiences I've had the pleasure of being a part of, in any media.
My runner up is Joel. I love Drake's swashbuckling adventurer persona, but Joel is just such a dynamic character that really shows what Naughty Dog can do at their most visceral, and he's actually a lot like Marston, in a lot of ways.
I've got to think about antagonists. Those are two of my favorite games right there, and both don't really have a singular antagonist.