I always liked playing as Zelda, Peach, and Kirby back when I had Melee.
When I got Brawl, however, that opinion changed. I played as Kirby a lot....until I discovered the awesomness known as Pit. xD He's really easy to get used to, weight is an advantage, and I think he's pretty fast too. I only really liked Kirby because he could float, but Pit could do the same thing.
I also have recently taken a liking to Luigi as well. I don't like playing against him due to him being such a difficult character to beat, but I'm pretty good when playing as him.