Most of the answers in this thread (and some of the previous threads on this topic) are not what you are looking for. They are "here are some very powerful characters from my favorite series" variety and some of the characters aren't even protagonists. For truly over powered main characters, with no caveats, you should check out the following:

Rezkin from King's Dark Tidings. Taken as a infant he is trained in secrecy under mysterious circumstances where he learns the Rules and Skills. By the time of his maturity, he is a master of every Skill and every weapon. The Skills seem like they are taken out of an RPG (Mundane Healing, Daylight Stealth etc.) and the Rules are a set of inviolate principles that must be followed at all times (rule 10: do not leave evidence, rule 117: do not lose consciousness). I can't go into more detail without spoilers, but suffice to say all his trainers and masters are killed and he emerges into society with no purpose and he knows nothing but the Rules and Skills. Rezkin is a complete bad ass who starts at the top and only goes up.

Lad from Weapon of Flesh. Trained from birth in combat and assassination and magically forged into a human weapon by a powerful wizard he is given super strength, super speed, cannot feel pain, and is literally unkillable (his flesh magically re-knits itself). A magical geas is placed upon him so that he can be controlled. He is intended to be given as a gift to the Guildmaster of the Assassin's Guild but something goes wrong en route to delivery...

Chris from Demon Accords. Chris doesn't start out OP, but after 1-2 books he might be the most OP character I've read before. Speed, strength, healing, he can exorcise demons with his mind, make vampires become human again and he even pulls an asteroid from space to smite his enemies in one book. Did I mention he has an alter-ego called Grim that evolves during combat so that he never is weak to the same thing twice? Chris is so OP, some of John Conroe's readers have even complained about it.