Without writing a novel on any of them...
Emil from Tales of Symphonia: Dawn of the New World.
Despite him being such a whiny pansy in the start, he went through a lot of development and maturing as the story progressed, and dealt with and handled several decisions and had learned to stand up for himself and what not.
Claire Redfield and Jill Valentine from the Resident Evil series
Just going to bunch these two together because I'm lazy right now. I basically like how resourceful they are, and their ability to adapt and take control of a situation.
There are some other characters, but yeah, this has just been a condensed and detail-lacking list. :P
Edit:
Best post ever xD