That's a very good question. ^_^ I think I'll share my experiences...
-SCII: I mostly trained and used Ivy, Taki, Kilik, Yun-Seong, & Xianghua. My top 3 mains were Ivy, Taki, & Yun-Seong. It took me the longest to learn Ivy at the time and to this day, I still haven't been able to do her "Serpent Suffering" (I probably said it wrong). The one where she slams you down and stabs her sword through you, then the sword breaks apart and flings you up in the air and shoots it's shards all over you. It's a shame too because that's my favorite attack of her's lol. Other than that, everyone else was pretty standard to learn.
-SCIII: In this game, I mostly trained and used Tira, Cassandra, Ivy, Taki, Yun-Seong, Kilik, Xianghua, and later on, Sophitia. My top 3 used characters this time around were Tira, Yun-Seong, & Cassandra.
-SCIV: In this game, I mostly used Taki, Cassandra, Sophitia, Yun-Seong, Tira, and Amy. My top 3 used ones were Taki, Tira, and Amy.
-SCV: And now finally in SCV, I mostly use Natsu, Patroklos, Ivy, Hilde, Viola, Z.W.E.I., and Pyrrha. My top 4 this time around are Natsu, Patroklos, Z.W.E.I., and Viola.
But in every game, I tried to learn everyone because a lot of the characters are fun to play as. I think the only character I don't like playing as right now is Alpha Patroklos because I just can't get his Just frames right... But yeah haha.