#4 Jim Raynor
Jim may not be as tragic as his zergy girlfriend’s story, but considering the fact that he was a freedom fighter who lost said girlfriend not once but twice to the zergy part, there’s a little bit of that in there. In addition, Raynor’s entire homeworld is eaten up by the Zerg before being exploded by the Protoss. A lot of his friends die and I can’t think of his quest seeming like anything but futile.
We’ll have to see what eventually becomes of him, but hey, his girlfriend is now zerg, so there’s that.