My favourite and most used is Link, I've used him since the N64 version (because he's Link above any other reason). I also use Toon/Young Link (I can never remember which one is the Brawl one and which one is the Melee one) and Pikachu.
Samus and Mario I used a lot on 64 and Melee, but I tend to use them less on Brawl because Mario's moveset has changed and I'm not very good with "naked" Samus (this applies only if Smash Balls are activated of course).
I also use Luigi, Metaknight, Bowser, Roy, Pit, Captain, Falcon, Fox, Falco, Yoshi and maybe a few others every now and then, but not as much as the ones listed above.
Quote (Doyek @ Mar 17 2012 12:33am)
omg, I just learned from that video that he actually has more more than one move!