But if you don't like those guys, you can use a Cube Kingdom-like editor to build your own character out of voxels! Examples shown include a big cube and a stick figure. You'll be able to make custom animations for each of their movements as well.
The fourth in-game character we haven't mentioned yet: the title character from IREM's Spelunker, who appears in a bizarre bit of cross-promotion. Spelunker seems to behave in 3D Dot Game Heroes much as he does in his own game -- which is to say he dies if he falls from almost any height.