As much as my Y-chromosome would prefer to digress down this titillating topical tangent, I will refrain and answer the question at hand.

General Leo, from Final Fantasy VI. Despite being the tragic hero who holds a high position within the ranks of the enemy, he has his own code of honor. He also had a pretty damned cool ability called Shock that was fun to use. A shame we couldn't use it for long.

A close second---but almost a polar opposite in character---would be Delita Hyral from Final Fantasy Tactics. Very much a scheming, manipulating bastard. Not really evil, but not exactly good, either.