Squall had depth as a character, unlike a number of other main protagonists.
Think about it, he was orphaned and left by his closest friend. He didn't want anyone to get close to him again, so he threw up a cold cover over his inner self.
He never chose to be a leader, that was forced upon him. Several times. It's not like he ran around saying "I wanna be leader! Pick me!" is it?
He was trained to be a fighter, and he was trained well I think (actually watch him during Renzokuken or Lionheart). And he was a mercenary, since that's all SeeDs are.
I have more points than that, but i'm tired and lazy, so you'll have to wait =]