Mario: Surprisingly, there is little demand for a Mario newcomer. Requests come up for nearly every Mario character, but each one of them does not have much requests.
Donkey Kong: K. Rool is amongst the most requested newcomers outside the cut Melee duo. Dixie Kong is also highly requested.
The Legend of Zelda: Its Ghirahim. After that its Toon Zelda. Tingle rarely comes up. Its important to note that Skyward Sword was by far the lowest selling 3D Zelda in Japan.
Metroid: Metroid requests rarely come up. However, I have seen posts mentioning Ridley's "overseas popularity".
Yoshi: Yoshi requests never come up.
Kirby: Waddle Dee (Bandanna). Before Return to Dream Land's release, it seemed that Gooey was the choice in regards to a fourth playable Kirby character.
Star Fox: Requests are uncommon, but when they do come up its usually Krystal, Leon, or Slippy. None of these characters have a notable amount of request volume.
Pokemon: Mewtwo is one of the two most requested characters. After him, its probably Zoroark for this series. Zoroark is definitely one of the names that comes up a lot, but how much of this is "expected" versus actually "wanted" is hard to determine. Requests also come up for B/W Trainer, Victini, and most recently Genesect. Genesect has a lot of potential to grow, imo.
F-Zero: I have been noticing much less requests lately for this series. However, usually its either Black Shadow or Samurai Goroh, with the edge definitely belonging to Black Shadow.
Mother: Requests are uncommon, but when it does happen I usually see Kumatora.
Fire Emblem: Roy is one of the two most requested characters. After him, its Chrom for this series. Chrom is definitely one of the names that comes up a lot, but how much of this is "expected" versus actually "wanted" is hard to determine. A distant third is Lucina, who recently has taken up the mantle as the most wanted female Fire Emblem newcomer (that tiara last belonged to Micaiah over there). However, there is a debate amongst Lucina supporters whether her place would be better as a costume of Marth or a stand-alone character.
Kid Icarus: Palutena is the only character of this series that gets a large amount of requests. However, Palutena is definitely amongst the most wanted characters outside the cut Melee duo.
Pikmin: Pikmin requests never happen.
Wario: Wario requests never happen.
Retro: Retro requests are surprisingly uncommon. However, when it does happen its usually Takamaru.
Other: Shulk gets quite a lot of requests. Shulk is easily the most requested Nintendo character from a series not represented yet with a playable character in Smash Bros. A distant second would be Starfy.
Third-party: Mega Man is by far the most requested third-party character, and the only one that comes up a lot. Mega Man is definitely amonst the most wanted characters outside the cut Melee duo. Aside from Mega Man, there is a lot of arguing and flame wars in regards to Namco. There is arguing not about whether a Namco character should even be added, but amongst those who think one should be added there is no consensus. There are flame wars about which Tekken and Tales of character would be best for Smash Bros.
Here is a basic tier list amongst the characters that tend to get the most requests:
S:
Mewtwo
Roy
A:
Mega Man
K. Rool
Palutena
B:
Dixie Kong
Chrom
Zoroark
Waddle Dee
Shulk
After that there is a large dropoff, and its quite difficult to group. However, most of the character requests are with these characters.
Also, its important noting that Toad is very popular in Japan, though this does not translate to Smash Bros. requests since these is a deep pessimism that his permanent role in the Smash Bros. series is as Peach's special. If such pessimism did not exist, Toad would definitely be amongst the most wanted newcomers for Smash 4 in Japan (possibly in the A-tier).