John McClane in DIE HARD 1 and Indiana Jones in the first three films are GREAT action characters because they were human and were severely injured all the time.
The whole post is good but this particularly stands out - the Well, where doesn't it hurt? scene from Raiders is still one of the most fun scenes in an adventure movie, that I have ever seen. It made wonderful use of the consequences of living like an action hero. And the fact that McClane leaves bloody footprints when walking over broken glass makes the stakes just feel higher.