As much as I love the Lord of the Rings trilogy, and I really, really do, I have to say that the best trilogy is the Dark Knight Trilogy. Each film just blew me away. Incredible acting, atmosphere, and of course action!
Despite that, If I weren't such a stickler for lore then I would probably rate LotR as the best. I just didn't like some of the changes PJ introduced. Ah well, still two of my favourite trilogies.

Not sure if it is the saddest song I have ever heard in a game, but Midna's Lament is the one that springs to mind. 

http://www.youtube.com/watch?v=8Nq-gEG-E04

Consoles: Sega Megadrive, Nintendo 64, Playstation 2, Nintendo Wii, Xbox 360
Handhelds: Ninendo Gameboy Advance SP, Nintendo DS lite, Nintendo 3DS
Also use my Laptop for games

I'd eat Miltank. To be specific, Whitney's milk drinking, rollout using Miltank.

Revenge tastes good.

Cyndaquil in my SS game. Always liked the fire starters best (Except 5th gen, go Oshawott!). Pretty good pokemon. When fully evolved he's fast, has decent STAB moves, and hits quite hard.

 I would like these characters as playable:
All Brawl characters (Save for Zero Suit Samus, I think there are better characters that could have used that character slot.)
Mewtwo (Pokémon) back from Melee
Ridley (Metroid)
Lyn and/or Hector (Fire Emblem) Although I am not sure how much they would differ from speed orientated Marth and power based Ike respectively.
Another F-Zero character, probably Black Shadow, although they would have to build a complete move set for him. If they did it with Captain Falcon, I don't see why not.
A separate Zelda and Shiek.

Character changes:
Generally more differences in clones, such as the Links and Space Animals. This includes final smashes.
I would like to have a completely new Ganondorf. Perhaps wielding the light sword, or even better, the Trident from the old games.
Get rid of the Gale Boomerang for Link, and replace it with the ordinary one.
Some sort of beam/skyward strike move. Remove the charge from the ground spin attack.
For Sonic, go the Wario route and have his Super Sonic form need to use attacks, makes it a little less cheap. Make his moves come out faster if weaker to balance, and replace one of the rolling attacks with something else.
Nerf Metaknight.

General Changes
No more tripping
More hit stun for proper combos

These are just a few things off the top of my head, I'm sure there are more that I could come up with after more thought

Mini boss: I really enjoy the Dark Link battle. I especially like the little touches, like how he becomes more and more opaque as he is damaged, and how when you reach the other side of the island your shadow on the water disappears. Subtle, but nice.

Boss: My favourite is Twinrova. The winning strategy is clever but intuitive, and they have an element of comedy, something missing from most LoZ bosses.

I never really got into Pokémon games as a kid, so the first game I played a lot was Soul Silver, where I had a Cyndaquil. Never let me down. He would always be my first choice, with Charmander a close second, because, come on, Charizard. No more needs to be said.

It really depends on what you mean by better, there are too many definitions to cover, so I'll limit myself to three.

Character wise, I find Sonic very irritating, Mario bland, and Link only slightly less so. In saying that, Link was designed to be that way. He is a character who is supposed to have the player personality pushed onto him. There are one or two Links that show more personality than others though and as such I'd give him the round.

In a fight, I can't see Mario doing much unless he gets a power star. I don't know too much about Sonic beyond his speed. Really depends on what incarnation Link it is and whether he has the reactions to fight Sonic. I doubt most can, so I'd go Sonic here.

Finally, games. Now in my opinion, there is only one winner here, and that is Link. Sure, the old Sonic ones were fun, and Mario has a huge variety, but neither series' pulls me back into the universe and mythos time and again like The Legend of Zelda. For that reason I give my overall vote to Link.

I tend to like, or at least see the good in most characters. However, there are a few such as Walder Frey, Joffrey and Cersei Lannister (A Song of Ice and Fire), Robert Langdon (Da Vinci Code - I know, not Fantasy but he needs an honourable mention!), and the Luggage (Discworld - Don't really have a reason for this as it's not so much of a character... ah well, personal taste.)

Of course, it's not always a bad thing to dislike characters. In series' such as ASoIaF, the three characters mentioned work BECAUSE they are very easy to dislike, and as such my not liking them does not make them my least favourite characters.

This brings me, in a very roundabout fashion, to my ultimate choice for my least favourite character in fiction.
Richard Rahl (Sword of Truth)