Well, I'm not one to usually say this, but supposing I had to pick. . . Malon. And Samus comes after that. They're both very cool. Also, Aryll (Link's sister in WW) is the cutest little thing I have ever seen. I just want to give her a hug every time I play that game.
This isn't a Nintendo character, but the chick, Vanessa, from P.N. 03 is extremely sexy and cool. I might have to get that game (has anyone seen the paper ad for that game? "Danger around every curve"? It's my new favorite paper ad). But when I say sexy I don't think about having sex. It's weird. . . can't explain it. But sexy does not equal sexual for me.