I'll answer this later cuz for my first playthrough I'm focusing on Mario on purpose. Having tried all the others though I'd probably say Luigi.
Loved him in SMB2 as well, and I always use him in Mario Kart. I didn't like what Nintendo's done with Luigi since the GC era, but I like him a lot in this game. I prefer cocky Luigi to pussy Luigi. When he's too whiney and a lil too over compensating-y...I don't like him.
For the poll, I picked "Random," but actually I don't use the Random option. What I do is simply cycle through the characters one by one. I'll complete a stage with Mario, then the next stage with Luigi, the next with Peach, then Toad, and repeat. I just like to give all the characters their fair share of action, because they all deserve it!
Although now that I'm in one of the final worlds (maybe it is the final world?) (fire), I'm sticking with Mario because it makes sense. Having said that, I do love seeing Peach take down the big fortress/ castle stages (what an awesome role reversal to see her kick ass in a Mario game).