My personal favorite is Roy, due to the fact that his Flare Blade attack is ungodly powerful, not to mention he's a good edge guarder if used properly, He also looks freakin' awesome in his gold armor. I found the best combo to use with Roy is to simply sidestep your opponent and attack. A combo that works well with him, I've found, is this:

Smash-Down-A (or Tilt-Down-A), Smash-Up-A, Smash-Side A