Because I'm curious, I'm going to list all of them (based only off of a quick internet search, so may be inaccuracies).
In a long time:
Sheik (2007, not that long, but notable)
R.O.B. (1985, Never if we don't count the original R.O.B.)
Captain Olimar (~2004)
Fox (2002ish)
Falco (1993, extremely rare Japan-only UFO Catcher plush)
Marth
Ness
Lucas
Ever:
Ice Climbers
Wolf
Captain Falcon
Ike?
Mr. Game and Watch (if you don't count the games, which I don't.)
Palutena (All we have is AR cards)
Villager (Only ever had the animals as plushies and whatnot)
Wii Fit Trainer
Mii Fighters
However, we might want to be careful about getting our hopes up...
[Reggie] also declined to say how that first round of Amiibo would be released. For instance, would any come with Smash Bros.?
"We have nothing to announce at this point," he said, adding that the plan now was to launch Amiibo at the same time as Smash with "about 10" figures.
"We will continue to make new figures available through the balance of holiday 2014 and then we're going to continuously launch new figures throughout 2015," he said. "For us, we're not putting a numerical limit on how many varied figures we can launch. Our potential catalog of figures in the space is quite broad."
That's because, he said, they're based on characters from the Nintendo universe that have tremendous popularity.
"Even a figure like Marth, which, from a broad population, may not be well known but for that Smash playing audience, they know Marth," he said. "A lot of them enjoy playing as Marth. And then we believe that, given the lineup of figures, we're going to have a more diverse ownership base, not only male and female (because of Peach and Yoshi that appeal to girls) but also from an aging up standpoint because people are going to want to collect Samus. You're going to have people who want to collect Link, all these fantastic characters. So we think our footprint is going to be much larger than what the other people in this space have been able to accomplish."
So, basically, we have to buy some to convince Nintendo to do one for every fighter. I hope they at least do one for every newcomer.