It appears I'm late to the topic (when aren't I though?), but I'd honestly say the Robin and Shulk trailers were among my favorites.
I hadn't played FE at the time, but Robin just looked like he was so unique, and in hindsight, I'm really glad he got in because he's one of my favorite characters to play, and if it weren't for him and the rest of the FE characters in Smash, I probably wouldn't be as much of a fan of the series as I am now, and I am thankful for that.
As for Shulk, I had not played Xenoblade at the time of Shulk's reveal either, but I had watched Chuggaaconroy's Let's Play of the game, and I had liked what I had seen of the game, but I doubted that I would get a chance to play it. As for the trailer itself, it took me by surprise, and I knew I would want to play as Shulk, because he just looked like he would be so fun and unique. Shulk's reveal was also around the time the New Nintendo 3DS version of Xenoblade was announced (as well as the New Nintendo 3DS itself), even though it would be a while for an announcement saying that it would be localized. So basically, Chuggaa's LP of the game, Shulk's inclusion in Smash, and the announcement of the game coming to the New Nintendo 3DS pretty much convinced me to play Xenoblade, and I'm quite glad I did, because it's now one of my favorite games ever.
Cloud's reveal was also one of my favorites, but I have much less to say about it than the other two.