SSB - Captain Falcon (white/pink of course) or Pikachu (with blue hat)
Melee - Probably still Captain Falcon. I'm usually among the first to die, but my kill count will be at the top. He's my "reckless" character. My conservative character would probably be Link (green) or Marth (red). I also like playing as Mewtwo just because I use a completely different fighting style. Rather than running in and attacking I play really defensively, with heaps of dodging, stunning, and grabbing. Suits his character more to play calm and precise.
Brawl - Samus (green or fusion) or Wolf (white + red detail).
That said, I'm competent with most characters and like to switch it up every round. The ones I tend to avoid are Ice Climbers, Meta Knight, Wario, Pit, Olimar, and Sonic. I had a fun match with my friend on Melee - I was Ganon and he was Zelda/Sheik. He hit me 10 times for every hit I landed on him, but I still ended up winning. Ganon's such a beast... well he was, before Brawl ruined him.
EDIT: I also need to add that I'm unbeatable with Ike... which is why I rarely use him. It's no fun to effortlessly dominate everyone else. They made him WAY too strong. To begin with his counter makes it hard to lay a finger on him, and once you do his weight ensures you need to lay a fair few more on him before you can knock him off. ANY hit from ANY of his sword moves (which is practically ALL of his moves) will fuck you up, and if his ->B falls short (which is what you aim for) you can immediately follow it up with a devastating AAA combo. The quick dash in (-> B) + AAA needs lightning fast reflexes or great intuition to counter.