Roy Schieder was not cool in Jaws; that was the whole point (he was facing and overcoming his fear, which is heroic. But not "cool".) Robert Shaw, on the other hand, was cool.
Someone who hasn't been mentioned - and most will disagree with, I'm sure - is Johnny Depp as Jack Sparrow in "Pirates of the Caribbean" (the first specifically, not the second). Yes, he plays the character slightly prissy and foppish...but even ignoring the rest of the film, just the icy stare he guns down Barbossa at the end should be enough.
And while I'm at it, I'll give props to John Travolta in "Get Shorty".