Hmm...where to begin? This one's tricky since I happen to like more than one character in this game. Time for pic and paragraph spamming!

Starting off with the first member of Team Cannon Fodder: Lightning. It's a bit awkward at first having to switch paradigms on a PSP (nevermind that it sort of reflects how you switch paradigms in the actual game) but once you get used to that it's not very hard to get used to her fighting style.
Starting out, I usually preferred to main her Commando role but eventually started relying more on Ravager after she learned more moves for it. Her Waterga spell can be especially useful for tripping up the opponent, being similar to Mateus' Flares in that once one is blocked, Lightning can send out another, then counter-block the first Waterga so that the opponent now has two of those to worry about. It's also nice that she can use healing spells to recover BRV but I've never had much need for it myself, personally. It's much easier to get BRV by attacking the enemy.
FFXII finally granted my dream of using characters that could wield all weapon types. Licenses and Gambits aside, it was fun to have a mage-type character run around with a battleaxe or the Zodiac Spear.
Naturally, Vaan brings this aspect of XII with him in DDFF. While using the quickening finishers as HP attacks is fun, the attacks that really won me over were his BRV attacks; they had a high hit rate and with more than one attack angle. That sealed the deal for me.
To shorten this a bit, I like to use most of team cannon fodder except for Tifa. Some of her moves are nice to be sure, but I feel she's a bit lacking combo-wise. On a sidenote, I would have liked to see the dressphere system implemented into Yuna's gameplay in 012 but that's another story so we move on.
Outside of Team Cannon Fodder, the characters I like to use are:
Firion: For the same reasons as Vaan pretty much. ALSO, BLOOD WEAPONS
Terra: I usually like to pick female fighters in Fighting games and of course Terra's no exception. Her moveset is also very good though for some reason I can never cast Ultima. That said I still want the Terra that could damn near equip EVERYTHING back.
Prishe: COMBOS. Just. COMBOS.
Gilgamesh: He's fun to use and his victory pose is always a laugh. Seems unfair that only he gets the applause/confetti treatment though...
CoD: IMMAH FIRIN MAH LAYZOR, MOTHERF*CKERS!
Ultimecia: I'm not that good with her but I like her moves. The timing on her EX Burst is tricky as hell but oh so satisfying once you pull it off.
Squall: He's the first FFHero I was introduced to so he's naturally one of my favorites. That he has a nice moveset also helps.
Siegfried WoL: Another fave of mine, mainly due to his BRV combos. His HP attacks aren't half-bad though.
And thus Day 2 is concluded and I must work on Day 3...