I was all about Sonic when I started, but he's an unlockable that you don't get for a long time. I've taken to Ike a lot, though. He's ridiculously powerful, and I don't really mind how slow he is.
My friends and I played a few multiplayer fights, then one of my friends and I started playing the Subspace Emissary mode, which is actually a lot of fun and surprisingly coherent, given that none of the characters ever actually speak.