Auron: the ronin warrior, the curmudgeon, the experienced older teacher, the dead psychopomp. Lulu: the sorceress, the ice bitch, the vixen, the mentor (rather Athena-like the way she befriends and instructs the male hero).
Square had Greek myths in mind, giving them Mars and Aphrodite as their symbols. Here are two others.
"Odin sacrificed himself for knowledge by hanging on the world tree, Yggdrasil, which means Ygg's horse. Ygg is a name for Odin and horse is a metaphor for the gallows. He thereby learns the runes. Another sacrifice he made for wisdom was his eye. He gave it up in order to drink from the Well of Mimir which bestowed great knowledge. Because of this, he is typically depicted as having one eye. He is also depicted as wearing a cloak, being old, having a long grey beard, and wearing a wide brimmed hat down low over his face to conceal his one-eyed visage." Norse Mythology
Obviously theyr'e not the same, since Odin is more fully bearded, but Auron sacrificed his eye for wisdom (the hard way, not on purpose) and he, too, died and returned, although not being a god he could not stay. Self-sacrifice for hard-earned wisdom is the theme here.
Her face is half beautiful, half dark. In Hel's case she is both living and dead, not simply veiling half her face, but Lulu definitely has a hint of the death- goddess about her:
"She [Hel] is half blue-black and half flesh-color (by which she is easily recognized), and very lowering and fierce." ~ Norse Edda translation, Wikipedia
"Daughter of Loki. Queen of Helheim, goddess of death. Harsh but not unfriendly.Leads 'the Wild Hunt' (In Norway, 'Asgardsreien'). Some say she represents the dark side of Freya. [Norse equivalent of Aphrodite]" ~ Norse Gods
Ull: "God of winter, the chase and ritual combat. Spends the winters hunting with Skade, and the summers in Helheim with Hel. Harsh, but still approachable. Represents the Northern winter."
~ Norse Gods
Let me tuck this behind an Lj-cut for those who are curious about a term I keep using:
Archetypes are not fixed images like the Warrior, the Dark Lord, the Wise Old Woman. Rather, they are deep structures within the human mind that tend to crystalize into specific mythical figures over and over, all of which seem to have some common similarities. The archetype is like the grain of sand on which a pearl is built. Every pearl is different and unique, but follows a pattern. There are Auron figures in almost every culture; that's why he seems so familiar, like an old friend. Like pearls, the similarity between different mythical figures sharing a common archetype does not detract from their impact. It's only when artists set out to follow a formula on purpose that the archetype becomes stereotype and cliché.
Archetypes are not necessarily invoked deliberately or consciously: I don't know whether Square's designers realized what they were doing when they made Auron and Lulu into Mars and Venus, or picked up on the one-eye motifs of Odin and Hel. Rather, archetypes are recurring symbols which Jung believed are natural impulses arising from the patterns embedded in human consciousness.
What is the origin of archetypes? Sometimes Jung theorized that these patterns stemmed from evolution, that the common experiences of birth, childhood, loss, marriage, puberty, parenthood, ageing, death, and so on have left fixed structures in our minds, our very souls, that help us adapt to life's stages and produce recurring mental images like mother goddess, the innocent child that help us understand and grapple with human experience. Other times Jung guessed that there is something more profound at work, that the soul is not necessarily the exact sum of our physical being, or at least that it is bound completely by our physical bodies -- it cannot be measured, defined, or touched, so who is to say? -- and there are perhaps psychic connections between people which allow for the patterns of images to live in a collective unconscious.
Jung always refused to be pinned down on what causes archetypes. He made a few speculations, but that's all, because it's impossible to Know things that are simply felt. Instead, Jung made a career of learning to sense, recognize, and work with "archetypal images", the "pearl" forms of archetypes, in the minds of his patients and in the myths of different cultures, which he saw as individual and collective expressions of the same phenomenon. He was like a birdwatcher, trying to classify and identify different recurring themes and images which are almost universal. Jung believed that these "archetypal images" tap into and reveal the human soul in a profound, important, non-rational way that we neglect to our peril. These archetypes are a deep part of how we think and dictate a great deal of our beliefs, communications, and even our daily habits and impulses. What happens when a mythology drops out the Mother Goddess or makes her a passive virgin? What happens when a mythic system is fixed on historical events that happened once only, as opposed to one that revolves in cycles? How does it impact a culture's lifeways to have myths in which humans are perceived as part of nature's cycle and just one more "people" like buffalo and coyote, as opposed to the Master of nature, separate from it? What does it do to or say about our psyches when we embrace a mythology in which the characters are teenagers, a young woman of 22 or 23 is treated as a motherly adult figure, and a man of 35 is ancient, so old that he's got to be a ghost?
Er, that's the sort of stuff I study for my PhD: mythology and depth psychology. Sometime I should post my analysis of the death/dream imagery in FFX here and totally confuzzle people. :)