Hmmm no one likes NESS? I didn't like him in SSB, but he's my best character in Melee. I thought they improved him quite a bit in it. Though I suppose you gotta get used to the way he moves which is confusing for some. His regular B move works extremely well on CPU's cause they just walk right into it. Or stand there while the green torpedo thing explodes.
Other than NESS, I suppose I'd go with Falcon, Roy, Samus, and Pikacthulhu(Darn if only it were real).
My favorite moment in SSBM was on the Corneria level, I was doing a custom mode with a friend which made a very high drop rate with freezees and crates the only items that dropped. I got one good hit in with a freezee on him, and he flew in the air, landed on an Arwing and it flew away and killed him.