Mine is Roy, originally from Fire Emblem (Gameboy Advance) and featured in Super Smash Bros Melee (Nintendo GameCube). While I'm not a super-huge nerd for either of the games (yes, I enjoy them both, but not as much as my avatar may imply), it's been an avatar I've used for a while.
When I was playing Smash Bros Melee with a close friend of mine, we happened to unlock Marth and Roy. Being gaming rivals, we each picked one to represent us, and often have Marth vs Roy duals. To stay sharp enough to bring on the pain, I played Roy as often as I could, and ended up really liking his style (even though he's often regarded as not being all that great -- or so I hear).
Fast forward to a college-level drawing class. We needed to draw a bust of a person or character, and were tasked to pick something out. I took a photo of my television screen (of all the ways to get a screenshot), and used that as my subject. Needing an avatar for Icrontic.com, I re-sized it and have been using it everywhere ever since.
And that is my story of using Roy as my avatar. Hope you enjoyed it.