By weight
Light weight: Hard to say, I play a lot of light weights. Tied between Toad, Shy Guy and Baby Luigi.
Medium weight: Yoshi or Luigi, Mario sometimes, Ludwig if I'm feeling saucy (best Koopaling, don't @ me)
Heavy weight: Bowser in the sheets, Waluigi in the streets
Out of all those? If I had to choose, it would be a light weight. If I had to choose out of all of them, I would choose Shy Guy, primarily due to the fact that I can change his colour. Yoshi is a close second for the same reason, but also because he usually has some balanced stats.