I'm currently playing Zero.. up to level 31 now and just beat Normal. It's been enjoyable; I've focused on the Sniping skill-tree with him, and I like how many damage bonuses he gets on sniper rifles (secondary will be the Cunning tree once I get "Critical Ascension"). Salvador and Axton have been my favorites though.
Sal can survive nearly anything; it's like the guy basically has 3 life-bars if you focused on the Brawn skill-tree. Life gets low, Gunzerk action skill instantly gets you back to 50% PLUS the constant regeneration that's already going on...life gets low again, you hit the button again and "Come At Me Bro" puts you right back up at 100% immediately...and that's on top of some boosted damage resistance from that *and* "I'm the Juggernaut" whenever you've killed something. On a level 50 Sal, I'm already starting off with about 59,000 HP if I recall, and I'm sure it can be far beyond even that if you use a +__% Health relic and an HP-boosting shield. The dude is borderline invincible, man. Heh, I can't help myself, this post turned into a commercial for how awesome Salvador is. I have a second one that is level 28 now.
I liked axton. I am a littl lazy, axton is perfect for that. I don't like being bothered by rakks and you can just drop the turrets and run to the objective. I feel like playing with axton is easier because he has the lowest bounty on his head. there are not as many people looking for him.