I'm Kirby all the way. He's the first character I got good with in SSB and he just stuck. I've beaten three level nine characters, Samus, Fox, and Capt. Falcon, all on a team with just Kirby.
My least favorite would be Donkey Kong because of his lack of projectile attacks. You have to be near a character to hurt them. Jigglypuff had the same problem in the original, but the glittery roll attack in melee fixed it.
Let me away from this boulder!