I find the classic controller to be too small for my hands. I'd cramp up within an hour. Unlike the wiimote and wiimote+nunchuck setups it has a "c-stick."
The Wiimote is impractical for a number of reasons. Inefficient controls, not enough buttons, hand cramping... the list goes on.
Wiimote and nunchuck combo seems good, but it seems a little awkward having to use certain buttons. My hand is too big for the nunchuck, so I can't really use both C and Z very affectively (I can't keep two fingers on the nunchuck, just one). My best option for this would be to move the jump button from C, over to the down direction on the d-pad, which would be slightly less awkward for me. I would also change it so that Z+A grabs rather than A+B, since I always shield grab anyway. Because I can't use both buttons on the nunchuck well, I'm forced to use the d-pad, leaving the controls feeling slightly awkward. As a less important side note, I have to go way out of my way to taunt.
The final option is the Gamecube controller. This has been loyal. I have no complaints. It's durable. It's comfortable. The button placement is nice. It has a c-stick (an important aspect that I think many people are forgetting). It's only problem with Brawl appears to be that the shoulder button has to be completely pressed unlike in Melee. This is very minor. I could easily get used to it. Not to mention, if I wanted to, I could just re-map shield to Z (which I probably won't do anyway).
I see no reason to use anything but the Gamecube controller (at least in my case where my hands are too big for the other options).