During the rare case in that I'd be playing Super Smash Bros Brawl, I tend to play as Samus, Snake, Ness, Mario, and Marth.
Samus has some nice projectiles and jumping height, making her a great candidate for hit & run tactics.
Snake is a great power-house, wielding C4, grenades, timed explosives, and a cypher which is excellent for flying to any location desired.
Ness has an excellent combination of range and power, making him deadly from afar. His PK Flash is also great for finishing off knocked down opponents (though it is hard to time correctly).
Mario is a great all-around character, with his only downside being the replacement of the spin with FLUDD. Sure, the spin is still accessible, but the FLUDD attack is pretty worthless.
Marth is great for quickly slamming anybody within his vicinity. His attacks are swift and powerful, and his counterattack move can catch most opponents completely off guard.