Running the risk of being labelled as "that guy," I've always stuck to Meta Knight since Brawl first came out.
I have a strange tendency to invariably choose the supposed Tier 0 characters without even meaning to in just about any tier-list fighter.
For me there is nothing else like getting in there and being all on my own, just me and my skill, with the mind games, the strategies, and the reflexes required to bring home a true victory. A fight where my own skill and worth determine the win or lose. Screw tiers and other noob shit like that. If you can't win with the character of your own choosing then you're just not good enough. No items, limit stages perhaps, but no character or move restrictions.
That's normally how I find my best character, but a fair amount of the time it's a character everyone bitches about, which leads me to look up tier lists out of curiousity, and there's my guy right up top. Happened in MVC3 too, when I immediately chose to run Vergil in every trio. I don't really stick to tier lists since most are full of shit, but the rare few that actually calculate the skill-driven technicalities always catch my interest. Of course, if you're good enough, anybody can be a top-tier fighter. Hell, I've seen guys who can use Ganondorf pretty effectively (still in Brawl context, btw).
But due to MK's insanely fast attack animations, low hitbox, flight and dodge agility, and almost-guaranteed-KO Final Smash, he's a natural pick for me, since I almost always stick to fast characters in fighters. But everybody plays him for spam value, which pisses me off since I had to take to time to learn how to run him without resorting to move spamming. Which then leads to getting bitched at whenever I pick him. grumblegrumble
Aside from MK, Link and Ike have always been solid picks. As for how I play, I don't mind items that are actually useful and add some flavor to the fight (i.e. Bob-ombs or the bouncer things), nor do I mind stage gimmicks, but I typically prefer to just narrow down items to just the FS Ball or nothing at all (usually the latter) and go right to Final Destination. As uzo said, I like knowing that my own inherent skill is the only thing determining whether I win or lose. The DK Hammers are fun and all, but they wear out their charm after a 30-stock fight with three other people abusing them every time they spawn.
As for the roster, I'm pretty happy with it. MK's still in, so I still have my go-to, but there are definitely some new choices made that I can't wait to experiment with; Villager I've heard is a little bastard and can cancel out an FS, among other things; DHD ought to have an interesting moveset; and of course I'm gonna be running my boy Mega Man. If I can kick some serious ass with him in MVC, then this should be an easy transition.