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One of the more important aspects of crafting a good game or series is a supporting cast of characters. The main character, or protagonist, is supposed to be the best and most developed character, but they often are not. It's not uncommon to come across a supporting character that outshines the protagonist, and is just plain amazing.
The biggest and most obvious example of this is probably Garrus from Mass Effect.
Only he and Tali have been squadmates throughout the Mass Effect series. Garrus has a leg up on Tali, however. When you acquire Garrus' services, you're still relatively early in the game. Tali tends to come in after you've done missions and upgraded weapons, and she acts as a character to fill out your squad.
Garrus jokes in the games that he's Shepards wingman. I would go as far as to say that Garrus, as a character, surpasses Shepard is most aspects. No matter if you have a Paragon or Renegade Shepard, Garrus is by your side and gives it to you straight. Mass Effect would be much less appealing without the "down-to-Earth" qualities that Garrus brings to the squad. All of the other squadmates have quirks that make them unique, but Garrus is the glue that makes them mesh.
None of the other squadmates could play the part of Shepard when it comes to saving the galaxy except for Garrus. It's my opinion that Garrus is Mass Effect.
I'm currently playing through the Killzone trilogy, and once again, a character that appears in every game has gained my attention.
Sergeant Rico Valasquez is the only character thats part of your group in all three main games. Not even Sev, the protagonist in Killzone 2 and 3 is present in the first game. There's a reason that Rico is present and accounted for... he's awesome.
On the outside, Rico is a gruff, typical military type thats all about killing. But certain points in his development throughout the three games let us see the more human side of him. When half the squad gets captured in Killzone 2, he risks his life to ensure their safety. The situation with Jammer in Killzone 3 is evidence that he's unwilling to leave anyone behind regardless of the consequences.
He leads by example, but not at the cost of the ones he consders friend and comrades. Rico is a deceptively complex character that is often overlooked, and much more interesting that the protagonist we play as in Killzone 2 and 3.
Ashaman did a blog a while back about Final Fatasy XII, and it brought back memories of one of my favorite FF characters.
Balthier stands out not only in FFXII, but in Final Fantasy as a whole. XII has a serious protagonist issue in Vaan, but thankfully you don't have to use him if you don't want to. Balthier could easily be the "leading man" as he so cockily refers to himself.
Balthier has his own sidekick. That, alone, elevates him above a lowly supporting character. Fran is one of the most popular Final Fantasy characters, and she resides in the palm of Balthier's hand.
Balthier's backstory is extremely interesting. His relationship with Cid, the mad scientist, and the enemy Judges makes him a crucial part of the FFXII story. He knows the enemy better than any of the other playable characters, providing an inside track on their tendencies and motive throughout the game. Then there's the headhunters that are pursuing him through the game that adds that ever-present element of surprise.
Oh... and its Balthier's airship that enables the group to fly around Ivalice without a second thought. For me, Balthier is easily the star of Final Fantasy XII, and probably my favorite supporting character in any video game.
Protagonists can be hit or miss, especially lately. Sometimes we get blessed with a Lightning or Nathan Drake or Lara Croft. When those main characters fall flat, a supporting character can pick up the slack and save the game. The three above are a small example of those memorable characters that greatly enhance a game. So dig around... those supporting characters often do their job a little too well.