I always love the side characters, most of my favorites i wish were companions. Some of them would make great companions too i'm sure.
My all time favorite will always be private halford from fallout new vegas. His character i can just relate to on a level as he truly seems like a normal guy in a shitty situation who can do the right thing or look out for himself and it just always felt so real for me. Even though his story is so short it just was the best for me.
Always love to make honorable mentions as well. No-Bark, wish he would've taken me on commie ghost hunting adventure.

Herbert "Daring" Dashwood. The guy has his own humorous radio show on GNR and is pretty much the only Tenpenny Tower resident who isn't bigoted towards ghouls. He's a cool guy and half of the reason why I kill the ghouls in the Tenpenny Tower side quest instead of letting them kill the residents.

Corvo wrote:

Herbert "Daring" Dashwood. The guy has his own humorous radio show on GNR and is pretty much the only Tenpenny Tower resident who isn't bigoted towards ghouls. He's a cool guy and half of the reason why I kill the ghouls in the Tenpenny Tower side quest instead of letting them kill the residents.

Always had that dilemma with that quest in Fo3. Everyone was basically an asshole. On the other hand you know the ghoul betrays the people of tenpenny tower and has them all killed anyways. I normally balance it out by helping the ghouls and just never going back and pretending i don't know the truth.

Markus (the supermutant).

His backstory is simple, and I sort of wish they expanded his story a bit more, but forming a town full of Supermutants and Nightkins who were trying to re-introduce themselves to civil society was something nice to see in a wasteland full of death lol

No-Bark. The things he says just makes me laugh "they want to fly rocket to the moon and draw a Lenin face".

Any game, including non-fallout? Ulman from the metro series. Too bad you don’t get him as a travelling companion. Would’ve brightened up the tunnels a lot more.

I have to say one of my favorite side characters is Dom from the gears of war series. Just his story line in the series it made him feel like hes just an ordinary guy and man in gears of war 3 it made me a little teary eyed.

Side Characters eh?
Probably every NCR Troopers who says:
"Patrolling the Mojave almost make you wish for a nuclear winter".
Every time i hear that i'm just like laughing and thinking inside.

Morrigan from dragon age, Otacon from MGS, Yusuf from AC Revelations.

HK-47 from KOTOR.

Seriously, how has no one said him yet?

Garrus, the best alien bro of all times.

Eddie Gluskin from Outlast: Whistleblower. I think he's really fucked up in all possible ways, wich makes him awesome. Definitely he should have killed Waylon at the end of the game because dying the way he did just sucked. I mean, he's a psycopath obsessed with having a wife and due to the lack of women in the asylum, he tries to transfom men into women by preforming surgeries on them... But getting killed like that, really???

Anyway, since i played the game he has been my fav side character (until i get obsessed with someone else) and also my favorite psycopath/murder/killer alongside SKX from Condemned.

Oh, and his quotes are just GOTY! I handwritten several of them on my personal journal and even on my bedroom walls:

"A woman... has to suffer some things. It's not pleasant, I know. But just try to... endure. For my sake. For the sake of our children."

"Get back here! You're not done dying, you slut!"

"Oh god. Oh god, are you okay? Tell me you're okay. I hate to think of you suffering without me. Why would you do something like that to yourself? You'd rather... Rather die than be with me? Then die.
I would have loved "

I'd hate to be OP lmao. Posting your thread in the Fallout discussion section only to get posts about nearly everything other than Fallout. It's in the Fallout discussion section for a reason, people. OP clearly meant "Any Fallout game" lol.

I have many favourite side characters, but Garrus (Mass Effect) and Scorch (Star Wars: Republic Commando) can be my bros anytime.

Tough question. My favorite side characters would be Stefan Bekowsky from L.A. Noire and Paulie from Mafia 1: One is just an average joe cop trying to survive in a corrupt city controlled by the mob and the other is the opposite, a psycho mafioso trying to be as rich as possible. I'm drawn to the 30s, 40s and 50s eras, which is what attracted me to fallout.
And this brings me to New Vegas and Fantastic, the guy is hilarious, especially when the player has very low intelligence.

GTA5 Trevor Phillips hands down! He's maniac and it cracks me up!

One of my favorite side characters is cito in the nuka world dlc in fallout 4.

Spoiler:

This is a tricky one for me, as I tend to not build strong connections with most characters in games. I can like or dislike them, sure, but I almost never get to the point of loving or hating a character. Besides, most games I play either have unremarkable characters, or have the player being entirely alone. I'm also no good at listing my "#1 favourite" of anything. So I'll just list some characters I like a fair bit.

-HK-47. He's just a funny character with perfect voice acting.

-Dogmeat from Fallout 1. I always love having this pup by my side when I play that game. Had a few horrible, but hilarious situations that I've been in with him, as well. Always genuinely bothers me when I have to put him down before going into Mariposa.

-Garrus Vakarian. He's just such a likable character, and a lot of situations involving him and Shepard just feel like they're buddy cops. Just awesome.

-Andrew Ryan. Hate the man's ideology (as I hate any ideology), his lack of morals, etc., but, frankly, he's voiced so well that you hang on to every word he says.

-Sergeant Johnson. Badass, funny, and a good buddy.

-Cortana. The bond between her and Chief is just excellently done over the course of the games.

There's plenty more that I know I'm missing (my memory is pretty abysmal), but those are a few that come to mind for me. Perhaps popular picks, but there's a reason for that, after all.

If we're talking Fallout, then I'd have to go with Ulysses. His dialogue always gives me chills. In any other game, I'd have to go with the Cole Train from Gears of War. I always loved that guy.

From the Fallout series, I would have to go with Arlen Glass, the lovable toy making ghoul with a great story. As far as any game goes, Darunia the Goron from Ocarina of Time.