What's the most complex character you've ever seen in a game

I agree on Arthur and also John Marston.

They do a great job of making you like them and somehow forget they are thieves and murderers!

Altair from Assassin's Creed, he goes from a reckless boy to a wise mentor of the brotherhood throughout the course of his life, he losses his parents, his wife, his son & even his mentor & brotherhood, he has one of the most complex & heartbreaking lives
I've seen in a video game.

Arthur was extremely complex, although the wife and child of the man who had a profound effect on Arthur is equally as complex. You meet them several times on their way down, then get the opportunity to help them towards the end.

Emet-Selch (FFXIV), his entire race is almost wiped out for conflicting reasons and he is attempting to bring them back.

I wont give spoilers but he raises good points and although he is responsible for the deaths of millions, he is also sympathetic and his reasons cause you to be conflicted.

Illusive Man from Mass Effect 2 and 3