3 is not enough to sum the number of top grade characters there are.
Mario, well its mario. Wether jumping over bowers shittily designed fortresses of fail or manipulating bowser to save the world in an RPG he does it all. Probably the most famous video game character of all time and certainly the most frieldly as apparently all the stuff he kills are eithor vegetative or conjured/resurrectable. He however is not very robust for a video game hero and thus is the only one on this list that I know is able to be crushed by surfaces moving appart and why he is not as awesome as some of the below.
Sonic the hedgehog, the fastest hero of all time. Yes he might never have been anywhere near as well known as mario and his series have suffered from massive degradation overtime however you can always rely on sonic to be a better hero than mario in those titles of his that are good. Where as mario requires painstaking and annoying actions to make his way though a place, sonic just blasts through at an insane speed destroying everything infront of him. Additionally unlike mario, sonic does not get crushed by surfaces moving appart and can easilly buy extra hits by picking up a single ring which can even be the one just lost (unlike mario who generally dies instantly or has more hard to renew extra hits). Thus he is clearly a better hero than mario as he would probably have saved the princess in under a minute however poor designers and plot writers have resulted in many flaws, some of which unforgivable in his recent titles which is not the case with mario in general.
Link, the hero of time and powered by courage. Playing games where the final boss places a instant victory button for you to press are boring while equally well games where the final boss was added in such a confusing and stupid and nonsense way is irritating. Link on the other hand has prety solid play in all aspects which can not be erroded away even with all the nit picking that can be done. Story wise, generally they are predictable in someway as gannon/dorf should be mentioned atleast once however they are all unique in the way they are executed. His gameplay is also not insanly hard but also keeps you excited and fills you with achievement at doing stuff. Admitidly the non mainstream ones generally lacked the bang (especially with the DS) but all the mainstream games from SNES onwards have all been great. Unfortunatly links combat arts peaked on the gamecube in windwaker where the combat was super responsive, easy and numerous. Since then his controlability has been plagued by doggy motion controls and in skyward sword the reliance upon them is total but we know not to blame link for nentindos controler mess. Link, a hero who is not for complete childs and still very down to earth but lacks the insanity that true heroes should have.
Alucard, the son of dracula from castlevania series. Well he only featured mainstream in 1 of the RPG titles with being an extra in another with a few cameos which makes him pale to the above, but his game was ground breaking at the time. It starts off with a repated segment from the previous game in the series, all very boring but then all of a sudden you see this guy running through a forest at speed which would make even sonic's jaw drop and jump into a closeing drawbridge. You then take control of this guy who oozes cool from his PS1 level sprite and kill your first monster which is twice his size just to have it burst into flames and howl as it burns up. The plane insanity in this game is what makes Alucard an awesome hero, no other heroes cause virtually everything they kill to explode or burnup. Like wise he gains the ability to turn into a bat and a wolf whos power rivles sonic. Additionally later you find he can jump infinitly and even attack the same way dracula from the previous games has. Some of the weapons he finds should probably be banned from international gaming they are so rigged in the context of his game capable of dealing 500 dps per hand (can dual wield) per second when the best bosses had only 9999 or so. He also has a secret shield combo capable of making him completly invincible and dealing 255 damage to any hit he does. Did I mention the fact that the music was also pretty cool in some place. Do not think it was all easy though, as before you get the rigged gear death steals all your stuff leaving you with just your fists to fight of insanly tough bosses. Yes his game was not pollished, well ballenced or child friendly but it was awesome, so awesome than none of the above managed to hit that level at the same time. The only problem with alucard is his design was for a single game, yes castlevania has other equally cool heroes since then but they never reuse old stock very well as far as mainstreaming them thus while we can all expect another mario, sonic or link game, we can expect never expect another game with alucard. Symphony of the Night was an amazing game for its time due to its extreem insanity, although not too special nowdays it still should be noted as one of the best development steps a game series has ever made, one which none of the above managed.
Deckard Cain the Horadrim sage from diablo series. You probably think I am nuts saying this as he is no hero or character. However just think. Throughout the years and millions of players of diablo II, people have come and gone while acts have changed and so have difficulties. However there is one friend who will never let you down, who will always be there and who will always greet you when you drop by and he is Deckard Cain. Once freed, he will always help ID your items for free and let you progress through the acts. He might not be a hero, but he is blizzards best character and most memorable. Once you played D2 for a while I am sure you will remember on your deathbed in the year 2100+ that there was always a guy in town in all the acts in D2 then when you walked up to him he would say "Hello my Friend" and his name was Deckard Cain. He probably has to be blizzards most reoccuring character, surviving for 3 games (? not too sure about D1) as he has been prommised to appear more than once in D3. He might be a crazy old nut who repeats Horodric too much but he is certainly as memerable as any of the above.
