I have gone through alot of different characters, but I think my favorite has to be Captain Falcon. Extremely agile, some powerful attacks, a great Final Smash (in my opinion), and of course, the awesome-ness of Falcon Punch.
The only people i own with is pit (black pit gives me a more comfortable fight for some reason), mario, link (normal link not the bootleg toon link), and kirby.
Not Sonic.... ugg, when facing a nasty-leveled computer-controlled Sonic, I just give up. I mean, seriously, when the computer is controlling Sonic, they are way better than any human-controlled Sonic player I have ever faced.