Zelda and Shulk are my two mains in Smash 4.
Zelda has been my consistent main since Melee, though I'm still disappointed that I lost Sheik and that Din's Fire doesn't travel as far as it used to. I just love the range and control over her attacks, plus a good jump and a great recovery.
Shulk is just because I'm a Xenoblade fanatic and his move-set just "feels" really good to me. I love his Vision counter, Backslash practically works as a recovery move, and his kooky jump has great reach (nevermind the awesome literal reach of the Monado itself). Plus, his Monado Arts give him a lot of flexibility for different situations...such as turning on Shield when he's at a high percentage.
Link is a distant third. I didn't like him in previous versions (not since 64 anyway), but in this one he seems more powerful, while still retaining decent speed.
And then I'll fool around with quite a few others to get decent with just to keep it more interesting. Peach and Little Mac are probably the two I use the next most often.
Upcoming Games To Get
Definite: Kirby Star Allies (Switch), Mario Tennis Aces (Switch), Fire Emblem (Switch), Yoshi (Switch), Pokemon (Switch), Kingdom Hearts 3 (PS4), Monster Hunter World (PS4)
Considering: Fe (Switch), Donkey Kong Country Tropical Freeze (Switch), The World Ends With You (Switch), Ys VIII (Switch), Street Fighter V: Arcade Edition (PS4), Kingdom Hearts 2.8 Remix (PS4), The Last Guardian (PS4), Shadow of the Colossus HD (PS4), Anthem (PS4), Shenmue 3 (PS4), WiLD (PS4)