I'm going to name my favorites from a couple of series that I've played and enjoyed a lot.
Street Fighter: Vega
Tekken: Yoshimitsu
Darkstalkers: Jon Talbain
Mortal Kombat: Scorpion
Virtua Fighter: Sarah Bryant
The King of Fighters: Terry Bogard and Mai Shiranui
Super Smash Bros.: Terry Bogard, Sephiroth, Mewtwo, Captain Falcon, Fox,...