Persona 4

Persona 4 is a murder mystery and a dungeon-crawler, but mostly it's a game about making deep social connections with its characters. Its cast is realistic, flawed, likable, and well-developed. The twenty-odd characters you can get to know all have their own arcs through which you help them overcome their fears and become better people. It's very easy to get attached to these characters - that is, after all, the point.

Waifu Tier
The best of the best. Only one character may be in this tier for a given work or medium. This character... is Mai Waifu.

Harem Tier
The characters who, while not quite waifu material, rise above the rest.

Imouto Tier
From the Japanese for "little sister", characters at this tier are not love interests in the romantic or sexual sense, but are characters that make you want to protect and nurture them.