I'd choose Terra Branford from Final Fantasy 6. Not only is she one of my favorite characters from any game whatsoever (mainly due to her story) she is also pretty bad---. She can learn a myriad of attack and support spells, and her ultimate ability changes her into a monster that makes her already devastating spells even more destructive!
However, if you don't want to bring magic into the mix, I'd either recommend Cloud from FF7 or Squall from FF8, but I'd choose Squall despite what all the fanboys may say. He has a frickin gun attached to a frickin sword, and he knows how to use them both simultaneously!