Speaking purely on a basis of character, Solid Snake was my absolute favorite from Brawl, despite my lack of experience within the Metal Gear franchise itself. Through various other means, and Brawl itself, I've genuinely come to enjoy him as a character.
From a gameplay perspective, Snake also held one of my favorite movesets, and was a character that I did very well with, matched by only Olimar. So in that regard, I was very lucky to be able to play as my favorite character and also enjoy doing so.
Unfortunately, with his loss in Smash 4, I'm missing both the character and his playstyle... badly...
Speaking solely on the characters within Smash 4, my current main is Duck Hunt, from a game that I never particularly enjoyed. Though the dog and duck have a charm about them in Smash that I love, the projectile/zoning playstyle is what hooked me.
Particularly speaking, of all of my mains with each game (Ness, Game & Watch, Olimar, and Duck Hunt), only G&W and DH were characters that I had any familiarity with at the time of their arrival within Smash, and only G&W had games that I enjoyed and was a character that I was pleasantly surprised with from the get-go. I fell into Ness because he had the most unique moveset of Smash 64, and I initially mained Olimar solely because his playstyle meshed with me so well (though his and the Pikmin's cuteness definitely was a factor). Though after playing EarthBound and Pikmin 3, I've come to love both as characters as well.
Currently, I have one instance for both character vs playstyle. I have never played Xenoblade and don't know a thing about Shulk other than his amazing accent, but his amazing range and zoning capabilities are absolutely a joy to play. On the other hand, I've always been severely disappointed with FalconDorf, but I still find myself using him because he's Ganondorf.
I suppose it's a case by case thing for me, but I enjoy playing as nearly every character to some extent, and I also know enough about all of them to enjoy them as characters as well.