I never got into playing with Marth or Roy. First I stuck with Mario and Link, but now Mewtwo seriously owns everyone. He's fast, has very good jumping ability, his recovery move has him immune to attacks (and looks damn cool), He can deflect projectiles, he's strong - so lifting heavy objects doesn't slow him down much, and he can throw them very far, oh, and his reverse and vertical throws kick ass.
He's pretty light, though, so it's easy to get smacked around sometimes.