I like to play pretty much any fighting game, and once I have a grasp of the system I can kick ass with pretty much any fighter. That said, here's a list of my favorite/best games and characters.
SF(A/2/3): Ken. I will bush-rush the fuck out of you with Ken and you'll be lucky if you ever get an attack off.
KoF: Terry, Kyo, Kim is my main team, but I can substitute in Joe, Mai, King, Robert, or Yuri and do just as much damage
GG: Ky, Sol-Badguy. I don't play GG much, and when I do it's usually just to screw around.
Samurai Spirits: Haohmaru, Genjuro, Ukyo, and Iroha just because she dresses in a frickin maid outfit
Tekken: Steve Fox, Xiaoyu, Asuka Kazama, Mokujin and his bros. Steve is like a train wreck, almost impossible to stop in the right hands, Xiaoyu is fun for her different stances and counter/dodge moves, while Asuka is just ridiculous for juggling.
Soul Calibur: Xianghua, Mitsurugi, Seigfreid. I love xianghua for feints and ability to change the target of you attack mid-combo which makes her that much more difficult to guard impact. Mitsurugi's combination of speed and power is devastating, like Steve and Ken, and Seigfreid has a surprising amount of speed and deception for such huge range and damage.
Virtua Fighter: Jacky, Akira, Pai, Aoi, Shun Di. I don't play VF much anymore, but I used to be quite devastating with Aoi's counters. I also am quite eager to get a chance to play as Eileen, but there are no vf5 machines near me.
DoA: Ayane, Tina, Hitomi. What can I say? I love teh boobies