Off the top of my head, Flemeth and Morrigan form Dragon Age : Origins. Flemeth is just wise and has some awesome quotes. Morrigan is just of sultry, sarcastic and cynical, with a hint of vulnerability, which makes her an interesting character. Ahh, smart brunettes are my kryptonite.
Kain and Raziel from the Legacy of Kain franchise. Kain had the chance to be a hero, but when he discovered that his sacrifice would be needed to save the day, he went all Yao Ming face and said screw that.
Ryu and Akuma from Street Fighter would round out my list. Ryu's not into revenge, fame, or anything. He just wants to become the best he can be through battle. The spiritual warrior. Akuma on the other hand, is willing to sacrifice his humanity. Whatever is necessary for power, the left hand path. And Ken sucks.