Well, I have to have played the game before I choose my main. I think it's dumb to 'choose' your main before you have even played a single match with them. That's my opinion.
Anyway, I had no idea who I was going to main before I got the game. After it came out, I started playing with Lucario, and I really liked him. That was before I had unlocked all the characters. Once I got the last char, I did 5 stock matches playing as the whole roster starting with Mario, Luigi, Peach, etc. Once I got to Wolf, I triple stocked my opponent. So, I started playing around with him, watched videos, looked for combos, and got a really good feel for him. So, that's who I chose to main.
I did not choose my char because I like the games, or because I like him, or any of that. I chose him because I think I can eventually get really good with him. In fact, I've never liked Wolf's character. I love the StarFox games, but I've always hated Wolf. He annoyed me in the games because he could'nt let me do that. I was actually hoping Wolf was not playable in Brawl. I had no thought in my mind that I would ever main him, but after playing as him a lot, I kinda like him more now. So, that's the story of how I picked my main.