Fire Emblem: Path of Radiance - Great replay value.
My favorite female character is Lethe, she is strong, cute and smart, and she transforms into a cat to fight. Once she is level 20, she is very powerful, dodges easily, and has a high hit rate.
My favorite male character is Volke, he is an assassin, I love how his lethality move looks, he is the silent type. He is fast, strong, and easily dodges, and his lethality activates often. He can also open treasure chests and doors without keys making him very useful.
I also love this game because I like strategy games, they make you use your mind to the extent. This one works because not only do you have to destroy the enemy units, but their is difficulty in them all being at different strength levels. I would have to say that the biggest pain to me about the game is Mad King Ashnard on hard difficulty. I was not expecting him to unlock the power within Lehran's Pendant, so he ended up killing four or five of my characters, and I hate losing my characters, which also makes it more difficult for me.
I was not expecting him to move freely either, he had shown no signs of this on easy or normal mode. Anyhow, this ends up being one of the best games I've played.