Well from what I've heard, all the pros use Marth. There are two other characters they favor, but I forgot who they are.
I usually switch favorite characters. For a long time, it was Roy. I'll put 'em in order of when I used them.
Kirby, Ness, Marth, Roy, Jigglypuff (Yes, I used to use Jigglypuff for a little while, 'cause of her deadly Down-B attack.), Samus. Then my copy of SSBB broke. >.<