I doubt they would charge people to download new characters. I mean, they packaged Wii Sports with the console for free, several Wii Channels are free, they replaced the wrist straps for free, sent Remote Jackets for free, Wii Play comes with a free Remote, and even Nintendo's WFC is free.
What I was thinking was more like this... for stages, it's a bunch of zeros and ones telling the game to put this platform here, and this bed of spikes here. I may be underestimating what can be sent (and I hope I am), but I imagine that sticking a whole new character into the game with new textures, voice clips and things wouldn't be as simple.