Personally, I don't feel that Roy was a HUGE loss with the inclusion of a completely new FE moveset. He was probably cut due to lack of concrete popularity, and really the inclusion of Ike is for similar reasons to Roy's inclusion, sans cloneage.
Pichu's loss isn't that pivotal in my eyes either, considering that he was really just a joke character anyway, and arguably one of the worst characters. Still, I did like that idea for the double Pichu team-up, but there are other characters I would gladly take over that idea anyway, so... lets move on.
In my opinion, I think Doctor Mario would have made a cool addition as an alternate costume, like Wario's classic attire. The catch would be the lack of a "Luigified" Doctor M, simply trading out graphics for the fireballs and fire-based business. Still, not entirely necessary, and not a huge loss, although I will miss the pill sound effects, and I would have LOVED a Doctor Mario stage!
Now Mewtwo on the other hand... I felt a little nerfed that clones were still being included in Brawl, but they didn't feel compelled to bring Mewtwo back. Obviously he's probably not as popular as I think he SHOULD be, but I'm sure many would agree with me that he was a memorable face. I think one of the main reasons for his cut was that he was rather poor, and that Lucario had better specs for balance. However, I feel that if they addressed some of the issues ol' M2 had, they could have made him more suitable for Brawl. Aside from his specs, his special moves could use slight retuning, especially his Forward and Down Specials. I know I'd love to see Forward Special be replaced with Psycho Cut, but...
Anyway, I would have loved to see any of these guys in any of the ways I mentioned, but the one that I can't believe was cut was Mewtwo, solely because of the fact that he is so similar to Lucario and that other clones made it in... Was he even a boss? Was he anything? Not even sure.