Peach

Next, we've got Princess Peach. She's here and so happy to see you that she made you some cake.

She's been around since Super Mario Bros 1, where she got kidnapped by Bowser and the Bros had to go and rescue her. In the next game she had more of an active role, though that was all probably just a dream that Mario had.

She gets kidnapped a lot, despite actually being able to defend herself. Super Smash Bros Melee and Brawl showed us all that Peach is more than able to kick Bowser's ass in a straight up fight...especially since she was higher tier than him in both those games.

She is a pretty nice girl though, and she's pretty much cemented in as Mario's love interest though they don't speak of it in the games. It's pretty much the only pairing that I actually like in the games and fiction.

Relationship to Gary: Gary was presented to Peach when he first arrived in the Mushroom World. He hoped that Peach would be able to help him back to his own world, or at least tell him what to do. She had no idea what to tell him, but she was willing to help him any way she could.

Later she gets kidnapped at the Harvest festival. Gary is eager to show off his powers and rescue her, running into the fray before Mario and Luigi could respond. This ended with Gary nearly getting 'Game Over'ed by Bowser and teaching Gary a valuable lesson in foolhardy heroics.