Lucario FTW. Never use anybody else at all, just cuz he's so awesome. I always make him white for some reason >.> I think it looks cooler. If I had to choose some other people though, Pikachu, Fox, Kirby, and Zero Suit would be there.
My favorite is actually King Dedede.It may seem like an unusual and unpopular first choice but I just think it's cool that you can play as a penguin in a fighting game.Brawl is the only fighter I know of where you can fight as a big fat penguin.My second favorite though is Mr. Game And Watch just cause he's another pretty bizarre charachter.I always like the weird ones.