I've actually found that, although some characters bothered me at first (especially the TP trio), I've come to enjoy all of them. I'm not sure I have a "favourite" at this point, although there is one that I just don't like... it's Link's "last weapon" (the last one unlocked by Adventure mode, not Master Sword or Epona - I'm wording it this way in case of spoiler issues) - it just doesn't seem work as well as the rest.
Some people are complaining about Agatha in this thread. I thought I'd mention how I usually play her. Her "C3" - that is, two regular attacks followed by a Strong attack (BBY or YYX, depending on control scheme) summons a large beetle on the spot. It works well because, once the circle has appeared, you can dash-cancel the rest of her animation, and the beetle will still appear and do its damage. So you can chain them together quite efficiently.
It's fast, it pretty much knocks any character down (or rather, into the air), and you can do another one before the character hits the ground, so you can juggle them with it. She's certainly not the most fluid character, but when played like this, she's no worse than any of the other characters for playability.
Obviously, other moves are good for other circumstances - her "C5" (four regular followed by a strong attack) summons the beetle that races forwards, and that's pretty good when clearing keeps, although there's no dash-cancelling and it's easy to accidentally summon the butterfly afterwards. Apparently her "C4" is good for taking out officers, because the whirlwind pulls them into the air and holds them there, and then you can use the butterfly (which can be summoned in the chain) to attack them in the air while they're incapable of blocking. But I haven't really gotten the hang of that one.







