I feel like it's hard to not use your Mii since you have to use it in Castle Club, but I do like using Waluigi. But I really haven't tried all the characters out yet.
When I'm playing for fun, my favorite character to use is Luigi, yet I'm trying to become skilled with Toadette just because I'm so happy for her. In the demo and some tournaments, I've been Mario and of course my Mii in Castle Club. I'll often try everyone at least once in these types of games.
I've played for the most part as my Mii and Yoshi in the Mario Golf Mode.
You should probably put that down because you can only choose your character in that mode.