Spoiler warning!
I'd have to say Cecil Harvey. Sure, Tidus, Squall, and such are great, but Cecil has another dimension to his character. He starts off FFIV as basically a villain, slaughting the Kingdom of Baron's enemies to bring the Four Crystals to his ruthless, power-hungry king. He confides his moral dilemmas in his childhood friend, Rosa, and remarks with dismay, "Soon I will have no emotions left." His ability to feel is blunted by the blood that stains his hands. Later, when he and his best friend Kain destroy a village, Cecil finally begins to fight against his own inner darkness and the dark ways of his kingdom. Eventually, he forsakes the path of the Dark Knight to tread the harder path of Light as a Paladin (which sucks at first). This later inspires his evil brother, the hated Golbez, to join him in the Light. Even though it was the shortest Final Fantasy I've played (approximately 25 hours including all side-quests). I thought it was well-written. Not as epic as X, but very good for the time it was released and good in its own right.