I have a tie between Roy and Sigurd actually. My reasons? I'll explain ya:
Sigurd is, without a doubt, the most popular FE Lord, starred the Best Game of the series, and is also one of the most powerful Lords of Fire Emblem, he is in 3rd Place of my top FE characters of all too (not very important but it actually affects my liking).
Roy, on the other hand, started something I quite enjoyed: The Portable FE games (quite useful, since now I can play my fav. game anywhere). And besides, his game, i'm sure that real FE veterans liked it, returning to the good ol' Original Gameplay. Also is the 3rd Best-Selling, and Roy's fanbase world-widely is not bad. He is in 1st Place in my top FE Characters list.
Before you think that I knew about FE before Smash, nope, I didn't. I just started with FE6, then FE4 and FE3. With my GBA, I got FE7, but I never bothered getting FE8, I heard it wasn't that good. I'm expecting to get FE9.