I was testing a few different walking, fighting, and idle actions and this was the result. The mesh is fully rigged and all the actions are set in the Logic Editor.
Sorry it took so long to respond Tobias. Where I learned most of my Blender knowledge is from Blendercookie.com, however, if you are looking into the gaming aspect, I would recommend using UnityPlayer. It is a lot faster and easier than the Blender Game Engine though you will still need Blender to make your models. Unitycookie.com has good tutorials for that if you are interested.
Dear Mekry, thanks for sharing this model and the animation. Your figure is now walking in the real world:
http://www.youtube.com/watch?v=LVa_WwBFtA4
Do you have a pointer for a tutorial where I learn how to find and use the other actions with the Logic Editor, as you mentioned?