Brawl: Lucario. Don't look at me like that, he's awesome. I especially like his hidden ability. That coupled with his agility, surprisingly heavy weight, and wicked counter move... plus his Final Smash can literally sweep everyone off the stage and hold them there if used properly for guaranteed, multiple KO's. Ike, Link, DeDeDe, and Captain Falcon round out my top 5.
Melee: Bowser. Again, shut up. I was unstoppable as Bowser in Melee, and his butt slam was ridiculously powerful. His recovery was never that good, but he's designed specifically not to be thrown or smashed. Kirby, Samus, Roy, and Zelda fill in the top 5.
64: Captain Falcon. Dude was the epitome of secret characters: ridiculously fast, terribly powerful (Fal-cone Pawnchh!), and insane recovery. Other top 5: Link, Samus, Kirby, and Jigglypuff.